+7.6%
MOS vs AME
+442.8%
-435.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -1.6% |
| 7D | +21.6% | -5.2% | +26.8% | +24.7% |
| 30D | +12.0% | -8.0% | +20.0% | +17.1% |
| 3M | -3.9% | -8.9% | +5.0% | +0.7% |
| 6M | -3.3% | -5.0% | +1.7% | -2.2% |
| YTD | -4.6% | +11.9% | -16.5% | -15.3% |
| 1Y | -7.0% | +16.6% | -23.6% | -20.0% |
| 3Y | -24.4% | +62.5% | -86.9% | -52.1% |
| 5Y | -32.1% | +67.6% | -99.7% | -59.0% |
| All | +7.6% | +442.8% | -435.1% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling