+11.7%
MOS vs SNY
+64.5%
-52.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -1.7% | -3.3% | +1.6% | -0.7% |
| 30D | +12.4% | -2.2% | +14.6% | +13.1% |
| 3M | +20.5% | -3.0% | +23.5% | +21.3% |
| 6M | -12.0% | +2.7% | -14.7% | -13.0% |
| YTD | +7.4% | -6.8% | +14.3% | +9.4% |
| 1Y | -22.5% | -5.3% | -17.2% | -21.6% |
| 3Y | -25.5% | -9.8% | -15.7% | -24.9% |
| 5Y | -10.1% | +9.7% | -19.8% | -18.0% |
| All | +11.7% | +64.5% | -52.8% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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