-17.2%
AMRZ vs MOH
+47.1%
-64.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | -4.0% | -3.1% | -0.9% | -3.9% |
| 30D | +12.4% | +0.2% | +12.2% | +12.4% |
| 3M | -11.5% | +1.8% | -13.3% | -11.4% |
| 6M | -21.6% | +9.5% | -31.1% | -21.5% |
| YTD | -23.4% | +20.9% | -44.3% | -25.7% |
| 1Y | -17.2% | +48.8% | -66.0% | -24.8% |
| All | -17.2% | +47.1% | -64.3% | -24.8% |
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