-9.6%
MOS vs AMBA
-54.5%
+44.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | +9.5% | -11.0% | +20.5% | +11.1% |
| 30D | +10.4% | -23.2% | +33.6% | +14.0% |
| 3M | +12.9% | -12.7% | +25.6% | +12.7% |
| 6M | +1.2% | +11.2% | -10.0% | -3.6% |
| YTD | +9.3% | -11.2% | +20.5% | +7.0% |
| 1Y | -18.0% | -22.5% | +4.6% | -18.8% |
| 3Y | -29.0% | -1.3% | -27.7% | -36.1% |
| All | -9.6% | -54.5% | +44.9% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling