+1,473.8%
AMT vs MOS
-10.4%
+1,484.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -1.0% |
| 7D | +4.4% | +22.5% | -18.1% | +0.4% |
| 30D | +17.7% | +6.6% | +11.1% | +15.8% |
| 3M | +16.7% | -3.8% | +20.5% | +16.7% |
| 6M | +11.1% | -2.2% | +13.3% | +10.2% |
| YTD | +13.9% | -4.8% | +18.7% | +12.3% |
| 1Y | +12.5% | -11.7% | +24.2% | +12.3% |
| 3Y | +13.2% | -26.5% | +39.7% | +14.2% |
| 5Y | -17.9% | -32.2% | +14.3% | -19.4% |
| 10Y | +122.8% | +10.2% | +112.6% | +73.3% |
| All | +1,473.8% | -10.4% | +1,484.1% | +807.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling