-37.1%
MOS vs AMBA
+837.3%
-874.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | +9.5% | -11.0% | +20.5% | +11.6% |
| 30D | +10.4% | -23.2% | +33.6% | +15.1% |
| 3M | +12.9% | -12.7% | +25.6% | +12.7% |
| 6M | +1.2% | +11.2% | -10.0% | -4.4% |
| YTD | +9.3% | -11.2% | +20.5% | +6.6% |
| 1Y | -18.0% | -22.5% | +4.6% | -19.0% |
| 3Y | -29.0% | -1.3% | -27.7% | -36.4% |
| 5Y | -9.6% | -54.2% | +44.6% | -13.8% |
| 10Y | +6.1% | -6.1% | +12.2% | -19.0% |
| All | -37.1% | +837.3% | -874.3% | -65.9% |
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