+178.2%
SAP vs MOS
+5.8%
+172.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.1% |
| 7D | -2.9% | +9.5% | -12.4% | -4.2% |
| 30D | +9.0% | +10.4% | -1.4% | +7.4% |
| 3M | +14.9% | +12.9% | +2.1% | +12.5% |
| 6M | +11.9% | +1.2% | +10.7% | +10.6% |
| YTD | -9.9% | +9.3% | -19.2% | -12.3% |
| 1Y | -19.5% | -18.0% | -1.6% | -18.3% |
| 3Y | +61.8% | -29.0% | +90.8% | +64.8% |
| 5Y | +56.2% | -9.6% | +65.8% | +45.3% |
| All | +178.2% | +5.8% | +172.4% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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