-32.2%
MOS vs AMBA
-72.1%
+39.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -9.4% | +12.7% | +4.4% |
| 7D | +22.5% | -14.6% | +37.1% | +24.6% |
| 30D | +6.6% | -18.8% | +25.4% | +9.0% |
| 3M | -3.8% | -32.6% | +28.8% | +0.4% |
| 6M | -2.2% | -25.8% | +23.6% | -1.5% |
| YTD | -4.8% | -22.1% | +17.3% | -5.7% |
| 1Y | -11.7% | -36.2% | +24.5% | -10.4% |
| 3Y | -26.5% | +10.0% | -36.5% | -35.8% |
| 5Y | -32.2% | -71.6% | +39.4% | -33.2% |
| All | -32.2% | -72.1% | +39.9% | -33.2% |
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