-2.2%
MOS vs SAN
+3.5%
-5.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.6% |
| 7D | +22.5% | +3.5% | +19.0% | +19.9% |
| 30D | +6.6% | -13.2% | +19.8% | +12.3% |
| 3M | -3.8% | -16.9% | +13.1% | +2.9% |
| 6M | -2.2% | +2.3% | -4.5% | -6.0% |
| All | -2.2% | +3.5% | -5.7% | -6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling