-7.9%
MOS vs SFM
-38.0%
+30.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +0.9% |
| 7D | +24.8% | -6.9% | +31.7% | +24.6% |
| 30D | +22.7% | -25.0% | +47.7% | +20.6% |
| 3M | -1.2% | -42.7% | +41.5% | -5.3% |
| 6M | +5.5% | -41.0% | +46.5% | +1.8% |
| YTD | -2.0% | -38.7% | +36.7% | -3.7% |
| 1Y | -7.9% | -38.1% | +30.2% | -10.1% |
| All | -7.9% | -38.0% | +30.0% | -10.1% |
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 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