+20.8%
AMC vs MOS
-11.3%
+32.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +2.6% | +21.6% | -19.0% | -0.9% |
| 30D | +9.0% | +12.0% | -2.9% | +6.3% |
| 3M | +22.2% | -3.9% | +26.1% | +21.3% |
| 6M | +91.5% | -3.3% | +94.8% | +87.6% |
| YTD | +101.3% | -4.6% | +105.9% | +94.7% |
| 1Y | +20.8% | -7.0% | +27.7% | +19.8% |
| All | +20.8% | -11.3% | +32.1% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling