-15.6%
MOS vs SAN
+23.5%
-39.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +6.4% | +10.9% | +15.4% |
| 7D | +17.9% | +4.5% | +13.4% | +16.4% |
| 30D | +1.6% | -12.1% | +13.6% | +4.1% |
| 3M | -4.0% | -15.6% | +11.6% | -0.8% |
| 6M | -4.1% | +5.8% | -9.9% | -4.5% |
| YTD | -7.8% | +5.5% | -13.3% | -12.6% |
| 1Y | -15.6% | +23.6% | -39.2% | -25.4% |
| All | -15.6% | +23.5% | -39.0% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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