+331.1%
AMD vs MOS
-29.5%
+360.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.4% | +3.3% | +4.2% |
| 7D | +2.6% | +9.5% | -7.0% | -0.5% |
| 30D | -0.9% | +10.4% | -11.4% | -4.3% |
| 3M | -8.7% | +12.9% | -21.6% | -13.0% |
| 6M | +136.3% | +1.2% | +135.1% | +130.4% |
| YTD | +123.0% | +9.3% | +113.7% | +110.5% |
| 1Y | +195.2% | -18.0% | +213.2% | +209.5% |
| All | +331.1% | -29.5% | +360.6% | +338.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling