-2.6%
MOS vs AMCR
+20.2%
-22.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +0.9% | +0.2% |
| 7D | +5.5% | -8.5% | +13.9% | +10.5% |
| 30D | +21.0% | +6.8% | +14.2% | +16.4% |
| 3M | -0.5% | -5.0% | +4.5% | +2.3% |
| 6M | +6.6% | +13.9% | -7.3% | -1.6% |
| YTD | -2.8% | +11.2% | -14.0% | -10.0% |
| 1Y | -8.1% | +11.3% | -19.4% | -15.0% |
| 3Y | -25.6% | +15.4% | -41.0% | -34.6% |
| 5Y | -29.8% | -7.7% | -22.0% | -30.4% |
| All | -2.6% | +20.2% | -22.8% | -25.4% |
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