-28.3%
MOS vs AME
+50.7%
-79.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.9% |
| 7D | +9.5% | +0.6% | +8.9% | +9.3% |
| 30D | +10.4% | -6.7% | +17.1% | +13.1% |
| 3M | +12.9% | +4.1% | +8.8% | +10.7% |
| 6M | +1.2% | +1.6% | -0.3% | -0.2% |
| YTD | +9.3% | +16.1% | -6.8% | +2.2% |
| 1Y | -18.0% | +27.3% | -45.3% | -26.3% |
| All | -28.3% | +50.7% | -79.0% | -43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling