-24.4%
MOS vs AMP
+54.6%
-79.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.6% |
| 7D | +21.6% | +2.2% | +19.4% | +21.0% |
| 30D | +12.0% | +2.2% | +9.7% | +11.4% |
| 3M | -3.9% | -10.4% | +6.5% | -1.3% |
| 6M | -3.3% | +5.8% | -9.2% | -4.9% |
| YTD | -4.6% | +3.3% | -7.9% | -6.3% |
| 1Y | -7.0% | +11.1% | -18.0% | -11.1% |
| 3Y | -24.4% | +56.0% | -80.5% | -47.0% |
| All | -24.4% | +54.6% | -79.1% | -47.0% |
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