-6.6%
MOS vs SNY
+7.6%
-14.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +1.7% | -3.6% | +5.3% | +2.4% |
| 30D | +11.7% | -1.4% | +13.1% | +12.0% |
| 3M | +23.2% | -4.2% | +27.4% | +24.1% |
| 6M | -1.6% | +2.0% | -3.6% | -2.2% |
| YTD | +10.8% | -6.7% | +17.5% | +12.2% |
| 1Y | -16.2% | -4.7% | -11.5% | -15.6% |
| 3Y | -24.2% | -8.1% | -16.1% | -23.7% |
| 5Y | -6.6% | +8.2% | -14.9% | -11.2% |
| All | -6.6% | +7.6% | -14.2% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling