-24.8%
MOS vs AMDL
+47.6%
-72.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +22.3% | -22.1% | -1.3% |
| 7D | +21.6% | -26.2% | +47.8% | +23.0% |
| 30D | +12.0% | -57.1% | +69.1% | +17.2% |
| 3M | -3.9% | -29.8% | +26.0% | -3.6% |
| 6M | -3.3% | -22.2% | +18.9% | -6.3% |
| YTD | -4.6% | +142.1% | -146.8% | -18.6% |
| 1Y | -7.0% | +85.8% | -92.8% | -19.2% |
| All | -24.8% | +47.6% | -72.3% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling