+89.0%
MOS vs SBAC
+2,208.1%
-2,119.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.6% |
| 7D | +9.5% | -0.8% | +10.3% | +9.7% |
| 30D | +10.4% | +6.9% | +3.5% | +9.1% |
| 3M | +12.9% | -8.2% | +21.1% | +14.3% |
| 6M | +1.2% | -1.6% | +2.9% | +0.6% |
| YTD | +9.3% | -0.1% | +9.4% | +8.2% |
| 1Y | -18.0% | -0.5% | -17.5% | -18.9% |
| 3Y | -29.0% | -9.1% | -20.0% | -29.2% |
| 5Y | -9.6% | -43.8% | +34.2% | -3.0% |
| 10Y | +6.1% | +80.5% | -74.5% | -8.5% |
| All | +89.0% | +2,208.1% | -2,119.1% | +8.6% |
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