+165.8%
AMKR vs MOS
-6.7%
+172.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.1% | +7.5% | +7.6% |
| 7D | -16.9% | +21.6% | -38.5% | -23.9% |
| 30D | -37.2% | +12.0% | -49.2% | -40.7% |
| 3M | -39.3% | -3.9% | -35.4% | -39.7% |
| 6M | -57.4% | -3.3% | -54.1% | -58.2% |
| YTD | -16.5% | -4.6% | -11.8% | -19.2% |
| 1Y | -6.0% | -7.0% | +1.0% | -8.5% |
| 3Y | +46.2% | -24.4% | +70.6% | +49.4% |
| 5Y | +49.3% | -32.1% | +81.4% | +47.5% |
| 10Y | +239.3% | +10.3% | +229.0% | +149.7% |
| All | +165.8% | -6.7% | +172.5% | +42.8% |
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