+196.3%
MOS vs SNY
+253.7%
-57.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +9.5% | -1.3% | +10.8% | +10.2% |
| 30D | +10.4% | +3.4% | +7.0% | +8.6% |
| 3M | +12.9% | -0.3% | +13.2% | +12.8% |
| 6M | +1.2% | +1.0% | +0.2% | +0.1% |
| YTD | +9.3% | -3.6% | +13.0% | +10.5% |
| 1Y | -18.0% | +3.0% | -21.0% | -20.0% |
| 3Y | -29.0% | -4.3% | -24.7% | -31.1% |
| 5Y | -9.6% | +5.2% | -14.7% | -19.3% |
| 10Y | +6.1% | +70.2% | -64.1% | -29.9% |
| All | +196.3% | +253.7% | -57.4% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling