-18.3%
AMRZ vs MOH
-33.4%
+15.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.0% | -4.2% |
| 7D | -2.0% | -3.3% | +1.3% | -1.9% |
| 30D | -9.8% | -0.1% | -9.8% | -9.8% |
| 3M | -17.2% | -1.1% | -16.2% | -17.3% |
| 6M | -26.9% | +35.9% | -62.8% | -28.1% |
| YTD | -21.5% | +13.1% | -34.6% | -22.7% |
| 1Y | -22.9% | +11.8% | -34.7% | -24.7% |
| All | -18.3% | -33.4% | +15.1% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling