-30.0%
MOS vs SFM
+47.4%
-77.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.1% | +8.4% | +4.0% |
| 7D | +22.5% | +7.5% | +15.0% | +21.2% |
| 30D | +6.6% | -20.8% | +27.5% | +9.6% |
| 3M | -3.8% | -39.4% | +35.6% | +2.7% |
| 6M | -2.2% | -34.5% | +32.3% | +2.4% |
| YTD | -4.8% | -35.2% | +30.5% | -0.8% |
| 1Y | -11.7% | -35.3% | +23.6% | -8.0% |
| 3Y | -26.5% | +23.9% | -50.4% | -34.6% |
| 5Y | -32.2% | +113.8% | -146.0% | -46.6% |
| 10Y | +10.2% | +152.0% | -141.8% | -19.9% |
| All | -30.0% | +47.4% | -77.4% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling