-7.9%
MOS vs AMRZ
-14.1%
+6.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.6% |
| 7D | +24.8% | 0.0% | +24.9% | +24.9% |
| 30D | +22.7% | +15.9% | +6.8% | +18.2% |
| 3M | -1.2% | -9.2% | +7.9% | +1.0% |
| 6M | +5.5% | -20.3% | +25.9% | +11.1% |
| YTD | -2.0% | -21.5% | +19.5% | +1.3% |
| 1Y | -7.9% | -12.9% | +4.9% | -6.4% |
| All | -7.9% | -14.1% | +6.2% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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