-30.3%
MOS vs SBAC
-6.5%
-23.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | -2.0% | +0.6% | -2.6% | -2.1% |
| 30D | +15.3% | +5.5% | +9.8% | +14.5% |
| 3M | +1.5% | +3.1% | -1.6% | +1.0% |
| 6M | -2.0% | -7.0% | +5.0% | -1.1% |
| YTD | -6.5% | +0.5% | -7.0% | -7.0% |
| 1Y | -11.1% | +0.2% | -11.3% | -11.5% |
| 3Y | -30.3% | -7.4% | -22.9% | -29.7% |
| All | -30.3% | -6.5% | -23.7% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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