-31.3%
AMT vs MOS
-8.7%
-22.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.2% |
| 7D | -0.2% | +9.5% | -9.7% | -0.9% |
| 30D | +4.6% | +10.4% | -5.8% | +3.7% |
| 3M | -8.4% | +12.9% | -21.3% | -9.5% |
| 6M | -6.0% | +1.2% | -7.3% | -6.7% |
| YTD | +2.1% | +9.3% | -7.2% | +0.5% |
| 1Y | -6.4% | -18.0% | +11.6% | -5.5% |
| 3Y | +8.1% | -29.0% | +37.1% | +9.2% |
| All | -31.3% | -8.7% | -22.6% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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