-41.5%
MOS vs SN
+647.0%
-688.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +4.1% | +13.3% | +16.9% |
| 7D | +17.9% | +10.6% | +7.3% | +16.6% |
| 30D | +1.6% | +20.0% | -18.5% | -0.7% |
| 3M | -4.0% | +30.4% | -34.4% | -7.4% |
| 6M | -4.1% | +91.0% | -95.1% | -12.0% |
| YTD | -7.8% | +95.9% | -103.7% | -16.2% |
| 1Y | -15.6% | +158.9% | -174.5% | -26.0% |
| 3Y | -28.9% | +391.8% | -420.7% | -41.3% |
| All | -41.5% | +647.0% | -688.4% | -51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling