+8.2%
MOS vs SFM
+256.7%
-248.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +1.0% |
| 7D | +9.5% | -0.1% | +9.6% | +9.5% |
| 30D | +10.4% | -4.4% | +14.8% | +11.1% |
| 3M | +12.9% | +1.5% | +11.4% | +11.9% |
| 6M | +1.2% | +6.5% | -5.2% | -1.0% |
| YTD | +9.3% | +2.2% | +7.1% | +7.4% |
| 1Y | -18.0% | -41.9% | +23.9% | -11.8% |
| 3Y | -29.0% | +106.8% | -135.8% | -41.8% |
| 5Y | -9.6% | +231.6% | -241.2% | -34.2% |
| All | +8.2% | +256.7% | -248.6% | -27.1% |
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