+286.9%
AMKR vs MOS
+7.0%
+280.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.2% |
| 7D | 0.0% | +9.5% | -9.6% | -3.5% |
| 30D | -11.1% | +10.4% | -21.6% | -14.9% |
| 3M | -35.2% | +12.9% | -48.1% | -39.0% |
| 6M | +4.9% | +1.2% | +3.6% | +1.3% |
| YTD | +21.6% | +9.3% | +12.3% | +13.6% |
| 1Y | +98.0% | -18.0% | +116.0% | +104.9% |
| 3Y | +77.8% | -29.0% | +106.9% | +89.0% |
| 5Y | +79.9% | -9.6% | +89.5% | +61.1% |
| 10Y | +456.9% | +6.1% | +450.8% | +321.6% |
| All | +286.9% | +7.0% | +280.0% | +100.6% |
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 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