-7.0%
MOS vs SFM
-38.0%
+31.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.8% | +5.0% | 0.0% |
| 7D | +21.6% | -1.2% | +22.8% | +21.8% |
| 30D | +12.0% | -24.8% | +36.7% | +10.1% |
| 3M | -3.9% | -43.7% | +39.8% | -8.0% |
| 6M | -3.3% | -37.3% | +33.9% | -6.3% |
| YTD | -4.6% | -38.4% | +33.7% | -6.1% |
| 1Y | -7.0% | -36.9% | +29.9% | -9.7% |
| All | -7.0% | -38.0% | +31.0% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling