-36.6%
MOS vs AMCR
+105.2%
-141.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | +1.0% |
| 7D | +21.6% | -5.3% | +26.9% | +24.5% |
| 30D | +12.0% | +8.7% | +3.2% | +7.9% |
| 3M | -3.9% | -3.3% | -0.6% | -2.6% |
| 6M | -3.3% | +15.1% | -18.4% | -9.3% |
| YTD | -4.6% | +12.4% | -17.1% | -10.2% |
| 1Y | -7.0% | +15.8% | -22.8% | -13.5% |
| 3Y | -24.4% | +16.7% | -41.2% | -31.0% |
| 5Y | -32.1% | -5.1% | -27.1% | -32.9% |
| 10Y | +10.3% | +21.5% | -11.2% | -6.5% |
| All | -36.6% | +105.2% | -141.7% | -44.9% |
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 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