-13.7%
MOS vs AMDL
+95.0%
-108.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.2% | -7.8% | +0.7% |
| 7D | +9.5% | +4.5% | +5.0% | +9.1% |
| 30D | +10.4% | -4.4% | +14.8% | +10.5% |
| 3M | +12.9% | -30.5% | +43.4% | +13.4% |
| 6M | +1.2% | +300.9% | -299.6% | -13.8% |
| YTD | +9.3% | +219.9% | -210.6% | -6.7% |
| 1Y | -18.0% | +374.7% | -392.7% | -34.2% |
| All | -13.7% | +95.0% | -108.8% | -35.1% |
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 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