-27.3%
MOS vs AMCR
+100.2%
-127.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% | -31.0% | -23.1% |
| 3Y | -29.0% | +6.9% | -36.0% | -32.7% |
| 5Y | -9.6% | -10.5% | +0.9% | -8.4% |
| 10Y | +6.1% | +20.9% | -14.8% | -9.0% |
| All | -27.3% | +100.2% | -127.5% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling