-32.8%
MOS vs AMCR
-4.7%
-28.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | +1.1% |
| 7D | +21.6% | -5.3% | +26.9% | +24.8% |
| 30D | +12.0% | +8.7% | +3.2% | +7.4% |
| 3M | -3.9% | -3.3% | -0.6% | -2.5% |
| 6M | -3.3% | +15.1% | -18.4% | -10.0% |
| YTD | -4.6% | +12.4% | -17.1% | -11.0% |
| 1Y | -7.0% | +15.8% | -22.8% | -14.4% |
| 3Y | -24.4% | +16.7% | -41.2% | -32.7% |
| All | -32.8% | -4.7% | -28.1% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling