-24.0%
AMRZ vs MOH
+11.3%
-35.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.5% | -1.3% |
| 7D | -8.1% | -1.3% | -6.8% | -8.1% |
| 30D | -14.8% | +3.0% | -17.8% | -14.8% |
| 3M | -19.7% | +1.2% | -21.0% | -19.9% |
| 6M | -30.8% | +41.7% | -72.5% | -31.6% |
| YTD | -24.3% | +15.4% | -39.7% | -25.7% |
| 1Y | -24.0% | +11.8% | -35.8% | -27.4% |
| All | -24.0% | +11.3% | -35.3% | -27.4% |
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