-99.8%
AMIX vs MOS
-12.8%
-86.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.6% |
| 7D | -13.7% | +9.5% | -23.3% | -17.8% |
| 30D | -62.1% | +10.4% | -72.5% | -63.9% |
| 3M | -46.2% | +12.9% | -59.0% | -50.2% |
| 6M | -46.4% | +1.2% | -47.7% | -50.1% |
| YTD | -60.3% | +9.3% | -69.6% | -63.2% |
| 1Y | -79.7% | -18.0% | -61.7% | -80.0% |
| All | -99.8% | -12.8% | -86.9% | -99.8% |
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 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