-15.1%
AMRZ vs MOH
+18.1%
-33.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | -1.9% | +0.4% | -2.3% | -1.9% |
| 30D | -16.9% | +2.9% | -19.8% | -16.9% |
| 3M | -19.2% | +4.1% | -23.3% | -19.3% |
| 6M | -29.3% | +33.8% | -63.1% | -30.0% |
| YTD | -18.0% | +15.7% | -33.7% | -19.5% |
| 1Y | -15.1% | +17.5% | -32.6% | -19.9% |
| All | -15.1% | +18.1% | -33.2% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 1y: compounded portfolio wealth divided by compounded MOH 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…
1y analysis · Full analysis span regression · 6 months rolling