+2.8%
MOS vs SM
+4.9%
-2.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.6% | +2.5% |
| 7D | +19.7% | -22.3% | +41.9% | +25.7% |
| 30D | +21.5% | -21.4% | +42.9% | +27.0% |
| 3M | -0.4% | +1.4% | -1.8% | -2.6% |
| 6M | +4.5% | +0.1% | +4.4% | +0.9% |
| YTD | -2.9% | +59.0% | -61.9% | -17.9% |
| 1Y | -7.7% | +64.3% | -72.1% | -22.7% |
| 3Y | -25.6% | -13.1% | -12.5% | -29.8% |
| 5Y | -31.2% | -13.9% | -17.3% | -36.9% |
| 10Y | +2.8% | +1.7% | +1.1% | -43.5% |
| All | +2.8% | +4.9% | -2.1% | -43.5% |
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