-11.7%
MOS vs AMDL
+44.1%
-55.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -34.9% | +38.1% | +4.6% |
| 7D | +22.5% | -52.7% | +75.2% | +25.8% |
| 30D | +6.6% | -65.3% | +71.9% | +10.9% |
| 3M | -3.8% | -40.8% | +37.0% | -3.0% |
| 6M | -2.2% | -12.9% | +10.7% | -5.3% |
| YTD | -4.8% | +98.0% | -102.8% | -13.4% |
| 1Y | -11.7% | +30.1% | -41.8% | -18.1% |
| All | -11.7% | +44.1% | -55.8% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling