-31.2%
MOS vs AME
+76.7%
-107.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.4% | +0.2% |
| 7D | +19.7% | -1.5% | +21.2% | +19.6% |
| 30D | +21.5% | -4.2% | +25.7% | +22.8% |
| 3M | -0.4% | -5.9% | +5.5% | +1.2% |
| 6M | +4.5% | +2.8% | +1.7% | +1.6% |
| YTD | -2.9% | +16.6% | -19.5% | -11.7% |
| 1Y | -7.7% | +22.1% | -29.8% | -18.1% |
| 3Y | -25.6% | +64.7% | -90.3% | -45.8% |
| 5Y | -31.2% | +76.6% | -107.8% | -54.9% |
| All | -31.2% | +76.7% | -107.8% | -54.9% |
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