-24.9%
MOS vs AMDL
+20.7%
-45.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -34.9% | +38.1% | +5.6% |
| 7D | +22.5% | -52.7% | +75.2% | +27.7% |
| 30D | +6.6% | -65.3% | +71.9% | +13.4% |
| 3M | -3.8% | -40.8% | +37.0% | -2.3% |
| 6M | -2.2% | -12.9% | +10.7% | -6.7% |
| YTD | -4.8% | +98.0% | -102.8% | -17.5% |
| 1Y | -11.7% | +30.1% | -41.8% | -21.0% |
| All | -24.9% | +20.7% | -45.6% | -42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling