+64.7%
MOS vs SBAC
+2,252.5%
-2,187.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.5% | +3.5% |
| 7D | +22.5% | +4.4% | +18.1% | +21.7% |
| 30D | +6.6% | +13.8% | -7.1% | +4.2% |
| 3M | -3.8% | +9.0% | -12.8% | -5.4% |
| 6M | -2.2% | -10.0% | +7.8% | -0.9% |
| YTD | -4.8% | +1.8% | -6.6% | -6.1% |
| 1Y | -11.7% | +1.1% | -12.8% | -12.9% |
| 3Y | -26.5% | -9.5% | -17.0% | -26.6% |
| 5Y | -32.2% | -39.0% | +6.8% | -28.2% |
| 10Y | +10.2% | +101.1% | -91.0% | -6.7% |
| All | +64.7% | +2,252.5% | -2,187.8% | -5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling