-30.3%
MOS vs SAN
+247.1%
-277.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.5% |
| 7D | -2.0% | +4.0% | -6.0% | -3.3% |
| 30D | +15.3% | -7.8% | +23.1% | +18.1% |
| 3M | +1.5% | -16.4% | +17.9% | +7.0% |
| 6M | -2.0% | +3.5% | -5.5% | -3.3% |
| YTD | -6.5% | +6.7% | -13.2% | -10.2% |
| 1Y | -11.1% | +14.5% | -25.5% | -16.8% |
| 3Y | -30.3% | +243.5% | -273.8% | -56.7% |
| All | -30.3% | +247.1% | -277.4% | -56.7% |
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