-18.0%
MOS vs AMP
+11.4%
-29.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.4% |
| 7D | +9.5% | +0.2% | +9.3% | +9.5% |
| 30D | +10.4% | -0.1% | +10.5% | +10.4% |
| 3M | +12.9% | +23.6% | -10.7% | +12.0% |
| 6M | +1.2% | +20.4% | -19.1% | +1.1% |
| YTD | +9.3% | +15.4% | -6.1% | +8.1% |
| 1Y | -18.0% | +11.0% | -28.9% | -18.3% |
| All | -18.0% | +11.4% | -29.4% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 1y: compounded portfolio wealth divided by compounded AMP 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…
1y analysis · Full analysis span regression · 6 months rolling