-99.9%
AMIX vs MOS
-26.5%
-73.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +17.4% | -20.4% | -10.3% |
| 7D | -25.1% | +17.9% | -43.1% | -31.1% |
| 30D | -54.5% | +1.6% | -56.1% | -55.1% |
| 3M | -91.7% | -4.0% | -87.7% | -91.7% |
| 6M | -79.4% | -4.1% | -75.3% | -79.6% |
| YTD | -86.1% | -7.8% | -78.3% | -86.1% |
| 1Y | -91.6% | -15.6% | -76.0% | -91.5% |
| All | -99.9% | -26.5% | -73.4% | -99.9% |
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 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