-7.0%
MOS vs AMDL
+62.4%
-69.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +22.3% | -22.1% | -0.6% |
| 7D | +21.6% | -26.2% | +47.8% | +22.4% |
| 30D | +12.0% | -57.1% | +69.1% | +15.2% |
| 3M | -3.9% | -29.8% | +26.0% | -3.7% |
| 6M | -3.3% | -22.2% | +18.9% | -5.1% |
| YTD | -4.6% | +142.1% | -146.8% | -12.3% |
| 1Y | -7.0% | +85.8% | -92.8% | -14.3% |
| All | -7.0% | +62.4% | -69.4% | -14.3% |
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