-7.9%
MOS vs AHR
+365.8%
-373.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.7% |
| 7D | +9.5% | -1.5% | +11.0% | +9.8% |
| 30D | +10.4% | -1.4% | +11.8% | +10.6% |
| 3M | +12.9% | +18.6% | -5.7% | +8.9% |
| 6M | +1.2% | +6.6% | -5.3% | -0.2% |
| YTD | +9.3% | +17.5% | -8.2% | +5.5% |
| 1Y | -18.0% | +30.9% | -48.8% | -23.2% |
| All | -7.9% | +365.8% | -373.7% | -30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling