-26.2%
MOS vs AMDL
+102.5%
-128.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -17.6% | +18.3% | +1.8% |
| 7D | -2.0% | +37.2% | -39.2% | -4.4% |
| 30D | +15.3% | -24.0% | +39.3% | +15.6% |
| 3M | +1.5% | -1.0% | +2.5% | -1.0% |
| 6M | -2.0% | -3.2% | +1.2% | -6.5% |
| YTD | -6.5% | +232.2% | -238.7% | -22.2% |
| 1Y | -11.1% | +137.7% | -148.8% | -24.0% |
| All | -26.2% | +102.5% | -128.7% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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