+0.6%
MOS vs SFM
+140.8%
-140.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.3% |
| 7D | +5.5% | -7.1% | +12.5% | +6.5% |
| 30D | +21.0% | -21.4% | +42.4% | +24.4% |
| 3M | -0.5% | -40.1% | +39.6% | +6.4% |
| 6M | +6.6% | -38.0% | +44.6% | +12.6% |
| YTD | -2.8% | -36.5% | +33.8% | +1.6% |
| 1Y | -8.1% | -35.2% | +27.1% | -4.4% |
| 3Y | -25.6% | +23.5% | -49.1% | -34.9% |
| 5Y | -29.8% | +109.7% | -139.5% | -46.1% |
| 10Y | +0.6% | +132.6% | -132.0% | -25.9% |
| All | +0.6% | +140.8% | -140.2% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling