-28.3%
MOS vs SN
+389.7%
-417.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.6% |
| 7D | +9.5% | -9.3% | +18.9% | +11.0% |
| 30D | +10.4% | -4.8% | +15.2% | +11.0% |
| 3M | +12.9% | +40.4% | -27.5% | +6.9% |
| 6M | +1.2% | +50.9% | -49.7% | -5.6% |
| YTD | +9.3% | +54.9% | -45.6% | +1.3% |
| 1Y | -18.0% | +43.0% | -61.0% | -23.3% |
| All | -28.3% | +389.7% | -417.9% | -42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling