+490.6%
AMKR vs MOS
+11.1%
+479.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.5% | +5.1% |
| 7D | +11.1% | +7.1% | +4.1% | +8.2% |
| 30D | -8.1% | +15.0% | -23.1% | -13.6% |
| 3M | -25.6% | +24.1% | -49.7% | -32.9% |
| 6M | +22.5% | +2.7% | +19.8% | +17.3% |
| YTD | +29.1% | +12.2% | +16.9% | +18.4% |
| 1Y | +105.7% | -16.3% | +122.0% | +112.0% |
| 3Y | +133.2% | -23.3% | +156.5% | +140.1% |
| 5Y | +98.5% | -4.2% | +102.7% | +63.1% |
| 10Y | +490.6% | +12.6% | +478.1% | +255.2% |
| All | +490.6% | +11.1% | +479.6% | +255.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling