+126.2%
MOS vs AMP
+2,123.7%
-1,997.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.5% |
| 6M | +1.2% | +20.4% | -19.1% | -9.4% |
| YTD | +9.3% | +15.4% | -6.1% | -0.9% |
| 1Y | -18.0% | +11.0% | -28.9% | -24.2% |
| 3Y | -29.0% | +70.5% | -99.5% | -49.3% |
| 5Y | -9.6% | +121.4% | -131.0% | -44.5% |
| 10Y | +6.1% | +575.6% | -569.5% | -64.5% |
| All | +126.2% | +2,123.7% | -1,997.6% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling