+150.2%
MOS vs SAN
+2,116.5%
-1,966.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.7% |
| 7D | +9.5% | +1.8% | +7.8% | +8.7% |
| 30D | +10.4% | +2.0% | +8.4% | +9.5% |
| 3M | +12.9% | +19.7% | -6.8% | +4.7% |
| 6M | +1.2% | +30.6% | -29.4% | -10.0% |
| YTD | +9.3% | +28.8% | -19.5% | -3.4% |
| 1Y | -18.0% | +57.8% | -75.7% | -33.4% |
| 3Y | -29.0% | +338.1% | -367.2% | -63.1% |
| 5Y | -9.6% | +384.2% | -393.8% | -56.6% |
| 10Y | +6.1% | +353.1% | -347.1% | -49.1% |
| All | +150.2% | +2,116.5% | -1,966.2% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling