+95.5%
AMD vs MOS
-16.2%
+111.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +17.4% | -16.4% | -2.3% |
| 7D | -15.5% | +17.9% | -33.4% | -18.5% |
| 30D | -22.6% | +1.6% | -24.2% | -22.9% |
| 3M | -5.7% | -4.0% | -1.8% | -5.2% |
| 6M | +43.1% | -4.1% | +47.2% | +43.1% |
| YTD | +128.2% | -7.8% | +136.0% | +130.1% |
| 1Y | +95.5% | -15.6% | +111.1% | +102.1% |
| All | +95.5% | -16.2% | +111.7% | +102.1% |
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