-18.0%
MOS vs SN
+46.4%
-64.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.5% |
| 7D | +9.5% | -9.3% | +18.9% | +10.7% |
| 30D | +10.4% | -4.8% | +15.2% | +10.8% |
| 3M | +12.9% | +40.4% | -27.5% | +7.3% |
| 6M | +1.2% | +50.9% | -49.7% | -5.6% |
| YTD | +9.3% | +54.9% | -45.6% | +0.8% |
| 1Y | -18.0% | +43.0% | -61.0% | -17.9% |
| All | -18.0% | +46.4% | -64.4% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling