-9.6%
MOS vs SFM
+230.0%
-239.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +1.1% |
| 7D | +9.5% | -0.1% | +9.6% | +9.5% |
| 30D | +10.4% | -4.4% | +14.8% | +10.9% |
| 3M | +12.9% | +1.5% | +11.4% | +12.1% |
| 6M | +1.2% | +6.5% | -5.2% | -0.6% |
| YTD | +9.3% | +2.2% | +7.1% | +7.8% |
| 1Y | -18.0% | -41.9% | +23.9% | -12.2% |
| 3Y | -29.0% | +106.8% | -135.8% | -42.2% |
| All | -9.6% | +230.0% | -239.5% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling