-34.4%
MOS vs SNY
+17.1%
-51.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -2.0% | +2.8% | -4.8% | -2.6% |
| 30D | +15.3% | +21.6% | -6.3% | +10.7% |
| 3M | +1.5% | +10.5% | -9.0% | -0.6% |
| 6M | -2.0% | +14.0% | -16.0% | -4.8% |
| YTD | -6.5% | +5.4% | -11.9% | -7.7% |
| 1Y | -11.1% | -2.5% | -8.6% | -10.9% |
| 3Y | -30.3% | +22.1% | -52.3% | -32.8% |
| All | -34.4% | +17.1% | -51.5% | -38.0% |
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