-38.4%
MOS vs SN
+681.9%
-720.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +1.5% |
| 7D | +19.7% | +7.6% | +12.0% | +18.6% |
| 30D | +21.5% | +24.1% | -2.6% | +18.3% |
| 3M | -0.4% | +23.7% | -24.1% | -3.2% |
| 6M | +4.5% | +105.5% | -101.0% | -5.0% |
| YTD | -2.9% | +105.1% | -108.0% | -12.2% |
| 1Y | -7.7% | +148.3% | -156.0% | -18.7% |
| 3Y | -25.6% | +438.7% | -464.3% | -39.0% |
| All | -38.4% | +681.9% | -720.3% | -49.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling