-9.6%
MOS vs AMP
+121.7%
-131.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.8% |
| 7D | +9.5% | +0.2% | +9.3% | +9.3% |
| 30D | +10.4% | -0.1% | +10.5% | +10.3% |
| 3M | +12.9% | +23.6% | -10.7% | +1.5% |
| 6M | +1.2% | +20.4% | -19.1% | -8.4% |
| YTD | +9.3% | +15.4% | -6.1% | +0.1% |
| 1Y | -18.0% | +11.0% | -28.9% | -23.4% |
| 3Y | -29.0% | +70.5% | -99.5% | -51.9% |
| All | -9.6% | +121.7% | -131.3% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling