+150.2%
MOS vs AME
+18,709.1%
-18,558.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.6% |
| 7D | +9.5% | +0.6% | +8.9% | +9.2% |
| 30D | +10.4% | -6.7% | +17.1% | +14.1% |
| 3M | +12.9% | +4.1% | +8.8% | +10.1% |
| 6M | +1.2% | +1.6% | -0.3% | -0.4% |
| YTD | +9.3% | +16.1% | -6.8% | +0.3% |
| 1Y | -18.0% | +27.3% | -45.3% | -28.6% |
| 3Y | -29.0% | +50.9% | -79.9% | -44.3% |
| 5Y | -9.6% | +81.4% | -91.0% | -36.1% |
| 10Y | +6.1% | +417.0% | -410.9% | -53.6% |
| All | +150.2% | +18,709.1% | -18,558.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling