+12.6%
MOS vs AMCR
+16.5%
-3.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.6% |
| 7D | +7.1% | -1.8% | +8.9% | +8.2% |
| 30D | +15.0% | -6.0% | +21.1% | +19.1% |
| 3M | +24.1% | +18.9% | +5.2% | +12.2% |
| 6M | +2.7% | +5.7% | -2.9% | -1.6% |
| YTD | +12.2% | +11.1% | +1.1% | +4.1% |
| 1Y | -16.3% | +12.7% | -29.0% | -23.3% |
| 3Y | -23.3% | +9.6% | -32.9% | -30.5% |
| 5Y | -4.2% | -10.3% | +6.2% | -3.4% |
| 10Y | +12.6% | +16.5% | -3.9% | -12.7% |
| All | +12.6% | +16.5% | -3.9% | -12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling