+2.8%
MOS vs AME
+465.0%
-462.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.4% | -1.0% |
| 7D | +19.7% | -1.5% | +21.2% | +19.6% |
| 30D | +21.5% | -4.2% | +25.7% | +23.5% |
| 3M | -0.4% | -5.9% | +5.5% | +2.0% |
| 6M | +4.5% | +2.8% | +1.7% | 0.0% |
| YTD | -2.9% | +16.6% | -19.5% | -16.1% |
| 1Y | -7.7% | +22.1% | -29.8% | -23.1% |
| 3Y | -25.6% | +64.7% | -90.3% | -53.1% |
| 5Y | -31.2% | +76.6% | -107.8% | -60.0% |
| 10Y | +2.8% | +443.9% | -441.1% | -75.1% |
| All | +2.8% | +465.0% | -462.2% | -75.1% |
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