+753.4%
MOH vs AMBA
+837.3%
-83.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -1.0% |
| 7D | +0.4% | -11.0% | +11.4% | +1.4% |
| 30D | +2.9% | -23.2% | +26.1% | +5.2% |
| 3M | +4.1% | -12.7% | +16.9% | +4.3% |
| 6M | +33.8% | +11.2% | +22.6% | +30.3% |
| YTD | +15.7% | -11.2% | +26.9% | +14.4% |
| 1Y | +17.5% | -22.5% | +40.1% | +16.9% |
| 3Y | -35.3% | -1.3% | -34.0% | -39.4% |
| 5Y | -26.9% | -54.2% | +27.2% | -29.0% |
| 10Y | +262.9% | -6.1% | +269.0% | +192.9% |
| All | +753.4% | +837.3% | -83.9% | +458.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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