+2.8%
MOS vs SFM
+146.8%
-144.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.9% | +1.7% |
| 7D | +19.7% | -10.2% | +29.9% | +21.6% |
| 30D | +21.5% | -23.9% | +45.4% | +25.6% |
| 3M | -0.4% | -42.3% | +41.8% | +7.0% |
| 6M | +4.5% | -40.1% | +44.7% | +11.1% |
| YTD | -2.9% | -37.8% | +34.9% | +1.8% |
| 1Y | -7.7% | -37.1% | +29.4% | -3.6% |
| 3Y | -25.6% | +21.5% | -47.2% | -34.8% |
| 5Y | -31.2% | +103.8% | -134.9% | -47.0% |
| 10Y | +2.8% | +142.0% | -139.2% | -26.1% |
| All | +2.8% | +146.8% | -144.0% | -26.1% |
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