+11,749.2%
AMD vs MOS
+115.8%
+11,633.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +17.4% | -16.4% | -4.4% |
| 7D | -15.5% | +17.9% | -33.4% | -20.3% |
| 30D | -22.6% | +1.6% | -24.2% | -23.6% |
| 3M | -5.7% | -4.0% | -1.8% | -5.8% |
| 6M | +43.1% | -4.1% | +47.2% | +42.6% |
| YTD | +128.2% | -7.8% | +136.0% | +127.4% |
| 1Y | +95.5% | -15.6% | +111.1% | +99.3% |
| 3Y | +335.4% | -28.9% | +364.3% | +358.7% |
| 5Y | +255.5% | -36.8% | +292.3% | +269.0% |
| 10Y | +7,350.9% | +6.7% | +7,344.2% | +5,629.1% |
| All | +11,749.2% | +115.8% | +11,633.5% | +5,527.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling