-4.0%
MOS vs SAN
-15.8%
+11.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +6.4% | +10.9% | +11.8% |
| 7D | +17.9% | +4.5% | +13.4% | +13.2% |
| 30D | +1.6% | -12.1% | +13.6% | +6.2% |
| 3M | -4.0% | -15.6% | +11.6% | +2.3% |
| All | -4.0% | -15.8% | +11.8% | +2.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling