-36.5%
MOS vs AMRZ
-19.2%
-17.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -2.0% | -2.1% | +0.1% | -1.4% |
| 30D | +15.3% | +13.0% | +2.3% | +12.6% |
| 3M | +1.5% | -12.1% | +13.6% | +4.2% |
| 6M | -2.0% | -19.1% | +17.2% | +2.3% |
| YTD | -6.5% | -23.3% | +16.7% | -2.4% |
| 1Y | -11.1% | -16.6% | +5.5% | -7.8% |
| All | -36.5% | -19.2% | -17.3% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling