-30.3%
MOS vs AMP
+61.6%
-91.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.4% | +0.4% |
| 7D | -2.0% | +3.9% | -5.9% | -3.0% |
| 30D | +15.3% | +5.1% | +10.2% | +13.8% |
| 3M | +1.5% | -8.7% | +10.2% | +3.7% |
| 6M | -2.0% | +11.4% | -13.4% | -5.0% |
| YTD | -6.5% | +7.3% | -13.9% | -9.1% |
| 1Y | -11.1% | +14.6% | -25.6% | -15.7% |
| 3Y | -30.3% | +61.2% | -91.5% | -52.6% |
| All | -30.3% | +61.6% | -91.8% | -52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling