-25.8%
MOS vs AMRZ
-13.6%
-12.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +9.5% | -1.9% | +11.4% | +9.9% |
| 30D | +10.4% | -16.9% | +27.4% | +14.7% |
| 3M | +12.9% | -19.2% | +32.1% | +17.5% |
| 6M | +1.2% | -29.3% | +30.5% | +6.5% |
| YTD | +9.3% | -18.0% | +27.3% | +12.5% |
| 1Y | -18.0% | -15.1% | -2.9% | -16.0% |
| All | -25.8% | -13.6% | -12.2% | -23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling