+196.6%
AMD vs MOS
-31.6%
+228.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.3% | -20.5% | -18.2% |
| 7D | -28.6% | +22.5% | -51.1% | -33.3% |
| 30D | -37.7% | +6.6% | -44.4% | -39.4% |
| 3M | -16.1% | -3.8% | -12.3% | -16.1% |
| 6M | +13.8% | -2.2% | +16.0% | +12.7% |
| YTD | +88.8% | -4.8% | +93.6% | +85.8% |
| 1Y | +57.8% | -11.7% | +69.5% | +58.4% |
| 3Y | +260.3% | -26.5% | +286.8% | +272.2% |
| 5Y | +196.6% | -32.2% | +228.8% | +158.6% |
| All | +196.6% | -31.6% | +228.2% | +158.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling