-32.2%
MOS vs AME
+62.5%
-94.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.9% | +9.2% | +5.6% |
| 7D | +22.5% | -11.4% | +33.9% | +27.9% |
| 30D | +6.6% | -12.1% | +18.7% | +11.7% |
| 3M | -3.8% | -12.3% | +8.5% | +0.6% |
| 6M | -2.2% | -4.6% | +2.4% | -1.9% |
| YTD | -4.8% | +9.1% | -13.9% | -11.1% |
| 1Y | -11.7% | +13.3% | -25.0% | -19.1% |
| 3Y | -26.5% | +58.2% | -84.7% | -45.8% |
| 5Y | -32.2% | +63.4% | -95.6% | -53.7% |
| All | -32.2% | +62.5% | -94.7% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling