+77.2%
SAP vs MOS
-31.6%
+108.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.8% | +1.2% |
| 7D | +4.0% | +22.5% | -18.4% | +2.2% |
| 30D | +15.7% | +6.6% | +9.1% | +14.9% |
| 3M | +23.4% | -3.8% | +27.2% | +23.4% |
| 6M | +41.3% | -2.2% | +43.5% | +40.8% |
| YTD | +2.0% | -4.8% | +6.8% | +1.3% |
| 1Y | -5.1% | -11.7% | +6.6% | -5.1% |
| 3Y | +82.1% | -26.5% | +108.7% | +82.6% |
| 5Y | +77.2% | -32.2% | +109.4% | +57.9% |
| All | +77.2% | -31.6% | +108.7% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling