+7.6%
MOS vs SAN
+236.7%
-229.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +1.3% |
| 7D | +21.6% | +4.9% | +16.7% | +19.1% |
| 30D | +12.0% | -13.0% | +25.0% | +20.1% |
| 3M | -3.9% | -18.9% | +15.0% | +6.5% |
| 6M | -3.3% | -4.1% | +0.8% | -1.8% |
| YTD | -4.6% | +2.6% | -7.2% | -8.4% |
| 1Y | -7.0% | +16.9% | -23.9% | -16.7% |
| 3Y | -24.4% | +239.1% | -263.5% | -63.0% |
| 5Y | -32.1% | +266.8% | -298.9% | -70.0% |
| All | +7.6% | +236.7% | -229.1% | -52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling