+0.6%
MOS vs SM
+10.6%
-10.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.6% | -6.4% | -2.1% |
| 7D | +5.5% | +0.3% | +5.1% | +5.2% |
| 30D | +21.0% | -17.3% | +38.3% | +24.9% |
| 3M | -0.5% | -3.6% | +3.1% | -1.3% |
| 6M | +6.6% | +2.9% | +3.7% | +2.3% |
| YTD | -2.8% | +70.2% | -73.0% | -19.1% |
| 1Y | -8.1% | +66.5% | -74.6% | -23.2% |
| 3Y | -25.6% | -8.2% | -17.4% | -30.7% |
| 5Y | -29.8% | -1.5% | -28.3% | -37.6% |
| 10Y | +0.6% | +11.9% | -11.3% | -46.2% |
| All | +0.6% | +10.6% | -10.0% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling