+2.8%
MOS vs AMCR
+22.3%
-19.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.5% |
| 7D | +19.7% | -7.9% | +27.6% | +25.2% |
| 30D | +21.5% | +8.2% | +13.3% | +16.0% |
| 3M | -0.4% | -4.3% | +3.9% | +1.9% |
| 6M | +4.5% | +16.6% | -12.0% | -4.7% |
| YTD | -2.9% | +13.1% | -16.0% | -10.9% |
| 1Y | -7.7% | +14.4% | -22.1% | -16.0% |
| 3Y | -25.6% | +18.4% | -44.0% | -35.6% |
| 5Y | -31.2% | -5.8% | -25.4% | -32.6% |
| 10Y | +2.8% | +22.3% | -19.4% | -22.1% |
| All | +2.8% | +22.3% | -19.4% | -22.1% |
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