+777.0%
MOH vs AMBA
+799.6%
-22.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.7% |
| 7D | -0.7% | -2.6% | +1.9% | -0.6% |
| 30D | +4.8% | -10.5% | +15.3% | +5.6% |
| 3M | +3.8% | -26.4% | +30.2% | +6.1% |
| 6M | +11.0% | -20.9% | +31.9% | +11.2% |
| YTD | +18.9% | -14.8% | +33.7% | +17.5% |
| 1Y | +46.5% | -36.1% | +82.5% | +48.4% |
| 3Y | -42.4% | +20.2% | -62.6% | -47.5% |
| 5Y | -31.8% | -67.2% | +35.4% | -30.9% |
| 10Y | +309.6% | +5.0% | +304.6% | +225.4% |
| All | +777.0% | +799.6% | -22.6% | +473.5% |
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