-5.4%
MOS vs AHR
+364.8%
-370.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +7.1% | -3.4% | +10.5% | +7.7% |
| 30D | +15.0% | -3.8% | +18.8% | +15.8% |
| 3M | +24.1% | +20.1% | +4.0% | +19.3% |
| 6M | +2.7% | +7.1% | -4.4% | +1.2% |
| YTD | +12.2% | +17.2% | -5.0% | +8.3% |
| 1Y | -16.3% | +30.4% | -46.7% | -21.5% |
| All | -5.4% | +364.8% | -370.2% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 10y: compounded portfolio wealth divided by compounded AHR 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…
10y analysis · Full analysis span regression · 6 months rolling