-22.5%
MOS vs SNY
-4.5%
-18.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +21.2% |
| 6M | -12.0% | +2.7% | -14.7% | -13.0% |
| YTD | +7.4% | -6.8% | +14.3% | +10.3% |
| 1Y | -22.5% | -5.3% | -17.2% | -19.8% |
| All | -22.5% | -4.5% | -18.0% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling