-12.3%
AMRZ vs MOH
+53.5%
-65.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +8.9% | -3.7% | +5.0% |
| 7D | +10.3% | +14.3% | -4.0% | +10.1% |
| 30D | +18.7% | +16.7% | +2.0% | +18.5% |
| 3M | -14.6% | +18.3% | -33.0% | -14.7% |
| 6M | -12.9% | +15.8% | -28.7% | -13.0% |
| YTD | -17.4% | +30.5% | -47.8% | -19.9% |
| 1Y | -12.3% | +49.3% | -61.6% | -18.0% |
| All | -12.3% | +53.5% | -65.8% | -18.0% |
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