-46.9%
MOS vs AMBA
+807.9%
-854.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -1.7% | +19.1% | +17.7% |
| 7D | +17.9% | -8.1% | +26.0% | +19.5% |
| 30D | +1.6% | -10.8% | +12.3% | +3.2% |
| 3M | -4.0% | -25.9% | +21.9% | +0.2% |
| 6M | -4.1% | -13.9% | +9.7% | -5.4% |
| YTD | -7.8% | -14.0% | +6.2% | -10.0% |
| 1Y | -15.6% | -25.7% | +10.1% | -16.1% |
| 3Y | -28.9% | +21.5% | -50.3% | -39.0% |
| 5Y | -36.8% | -68.9% | +32.1% | -35.1% |
| 10Y | +6.7% | +5.2% | +1.5% | -19.8% |
| All | -46.9% | +807.9% | -854.8% | -71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling