-7.0%
MOS vs SAN
+267.7%
-274.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.8% | -1.8% | -3.2% |
| 7D | -2.6% | +1.0% | -3.6% | -3.1% |
| 30D | +13.5% | -9.4% | +22.8% | +19.2% |
| 3M | -2.9% | -17.1% | +14.2% | +6.4% |
| 6M | -1.0% | +2.2% | -3.2% | -2.6% |
| YTD | -7.2% | +6.0% | -13.2% | -12.4% |
| 1Y | -11.4% | +12.7% | -24.1% | -19.0% |
| 3Y | -29.0% | +242.1% | -271.1% | -65.3% |
| 5Y | -34.0% | +293.6% | -327.6% | -72.0% |
| All | -7.0% | +267.7% | -274.7% | -58.6% |
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