-24.5%
MOS vs SFM
+24.6%
-49.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.1% | +8.4% | +3.5% |
| 7D | +22.5% | +7.5% | +15.0% | +22.3% |
| 30D | +6.6% | -20.8% | +27.5% | +7.1% |
| 3M | -3.8% | -39.4% | +35.6% | -2.7% |
| 6M | -2.2% | -34.5% | +32.3% | -1.6% |
| YTD | -4.8% | -35.2% | +30.5% | -4.2% |
| 1Y | -11.7% | -35.3% | +23.6% | -11.2% |
| All | -24.5% | +24.6% | -49.1% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling