+2,542.1%
SAP vs MOS
+4.7%
+2,537.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.8% | +0.8% |
| 7D | +4.0% | +22.5% | -18.4% | -0.3% |
| 30D | +15.7% | +6.6% | +9.1% | +13.7% |
| 3M | +23.4% | -3.8% | +27.2% | +23.5% |
| 6M | +41.3% | -2.2% | +43.5% | +39.9% |
| YTD | +2.0% | -4.8% | +6.8% | +0.4% |
| 1Y | -5.1% | -11.7% | +6.6% | -5.3% |
| 3Y | +82.1% | -26.5% | +108.7% | +84.1% |
| 5Y | +77.2% | -32.2% | +109.4% | +73.0% |
| 10Y | +233.6% | +10.2% | +223.5% | +160.4% |
| All | +2,542.1% | +4.7% | +2,537.4% | +1,341.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling