-27.3%
MOS vs AMCR
+106.4%
-133.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +9.5% | -1.9% | +11.4% | +10.4% |
| 30D | +10.4% | -4.1% | +14.5% | +12.4% |
| 3M | +12.9% | +21.7% | -8.8% | +3.7% |
| 6M | +1.2% | +1.5% | -0.2% | -0.3% |
| YTD | +9.3% | +13.1% | -3.8% | +2.8% |
| 1Y | -18.0% | +16.5% | -34.5% | -24.0% |
| 3Y | -29.0% | +10.3% | -39.3% | -33.6% |
| 5Y | -9.6% | -7.7% | -1.9% | -9.5% |
| 10Y | +6.1% | +24.6% | -18.6% | -10.2% |
| All | -27.3% | +106.4% | -133.7% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling