-26.9%
MOS vs AMBA
+21.5%
-48.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -1.7% | +19.1% | +17.5% |
| 7D | +17.9% | -8.1% | +26.0% | +18.7% |
| 30D | +1.6% | -10.8% | +12.3% | +2.4% |
| 3M | -4.0% | -25.9% | +21.9% | -1.9% |
| 6M | -4.1% | -13.9% | +9.7% | -5.0% |
| YTD | -7.8% | -14.0% | +6.2% | -9.3% |
| 1Y | -15.6% | -25.7% | +10.1% | -15.9% |
| All | -26.9% | +21.5% | -48.4% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling