-28.3%
MOS vs SAN
+339.3%
-367.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.7% |
| 7D | +9.5% | +1.8% | +7.8% | +8.9% |
| 30D | +10.4% | +2.0% | +8.4% | +9.7% |
| 3M | +12.9% | +19.7% | -6.8% | +6.6% |
| 6M | +1.2% | +30.6% | -29.4% | -7.4% |
| YTD | +9.3% | +28.8% | -19.5% | -0.9% |
| 1Y | -18.0% | +57.8% | -75.7% | -31.1% |
| All | -28.3% | +339.3% | -367.6% | -60.7% |
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