+7.5%
MOS vs AMBA
-6.6%
+14.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -9.4% | +12.7% | +5.0% |
| 7D | +22.5% | -14.6% | +37.1% | +25.8% |
| 30D | +6.6% | -18.8% | +25.4% | +10.3% |
| 3M | -3.8% | -32.6% | +28.8% | +2.5% |
| 6M | -2.2% | -25.8% | +23.6% | -1.2% |
| YTD | -4.8% | -22.1% | +17.3% | -6.1% |
| 1Y | -11.7% | -36.2% | +24.5% | -10.0% |
| 3Y | -26.5% | +10.0% | -36.5% | -38.4% |
| 5Y | -32.2% | -71.6% | +39.4% | -28.6% |
| All | +7.5% | -6.6% | +14.1% | -31.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling