+70.8%
SAP vs MOS
-32.4%
+103.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.3% | -4.2% |
| 7D | -0.7% | +21.6% | -22.3% | -2.3% |
| 30D | +11.1% | +12.0% | -0.9% | +9.9% |
| 3M | +17.0% | -3.9% | +20.9% | +17.1% |
| 6M | +34.8% | -3.3% | +38.2% | +34.5% |
| YTD | -2.2% | -4.6% | +2.4% | -2.9% |
| 1Y | -6.4% | -7.0% | +0.5% | -7.0% |
| 3Y | +75.1% | -24.4% | +99.6% | +75.1% |
| All | +70.8% | -32.4% | +103.1% | +53.0% |
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