-24.5%
MOS vs SAN
+243.2%
-267.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.5% |
| 7D | +22.5% | +3.5% | +19.0% | +21.2% |
| 30D | +6.6% | -13.2% | +19.8% | +11.4% |
| 3M | -3.8% | -16.9% | +13.1% | +1.8% |
| 6M | -2.2% | +2.3% | -4.5% | -3.1% |
| YTD | -4.8% | +4.9% | -9.7% | -8.0% |
| 1Y | -11.7% | +20.4% | -32.1% | -19.0% |
| All | -24.5% | +243.2% | -267.7% | -54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling