-19.6%
MOS vs AHR
+395.3%
-415.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -0.5% |
| 7D | +21.6% | +8.2% | +13.4% | +20.0% |
| 30D | +12.0% | +17.3% | -5.3% | +8.8% |
| 3M | -3.9% | +6.4% | -10.2% | -5.0% |
| 6M | -3.3% | +16.9% | -20.2% | -6.4% |
| YTD | -4.6% | +24.9% | -29.6% | -9.0% |
| 1Y | -7.0% | +23.3% | -30.3% | -11.1% |
| All | -19.6% | +395.3% | -415.0% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling