-21.8%
MOS vs AHR
+401.6%
-423.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.4% |
| 7D | -2.6% | +4.6% | -7.2% | -3.3% |
| 30D | +13.5% | +11.6% | +1.8% | +11.2% |
| 3M | -2.9% | +12.0% | -14.9% | -4.9% |
| 6M | -1.0% | +15.0% | -16.0% | -3.7% |
| YTD | -7.2% | +26.5% | -33.7% | -11.6% |
| 1Y | -11.4% | +25.0% | -36.4% | -15.5% |
| All | -21.8% | +401.6% | -423.4% | -41.5% |
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