-20.2%
AMRZ vs MOH
-34.2%
+13.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.3% |
| 7D | -4.7% | -4.2% | -0.5% | -4.5% |
| 30D | -11.3% | -2.4% | -8.9% | -11.2% |
| 3M | -22.1% | -4.4% | -17.7% | -22.1% |
| 6M | -29.6% | +32.9% | -62.5% | -30.6% |
| YTD | -23.3% | +11.9% | -35.2% | -24.5% |
| 1Y | -23.7% | +6.9% | -30.7% | -25.3% |
| All | -20.2% | -34.2% | +13.9% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling