+2,233.8%
SAP vs MOS
+20.1%
+2,213.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.2% |
| 7D | -2.9% | +9.5% | -12.4% | -4.8% |
| 30D | +9.0% | +10.4% | -1.4% | +6.6% |
| 3M | +14.9% | +12.9% | +2.1% | +11.4% |
| 6M | +11.9% | +1.2% | +10.7% | +9.9% |
| YTD | -9.9% | +9.3% | -19.2% | -13.3% |
| 1Y | -19.5% | -18.0% | -1.6% | -18.2% |
| 3Y | +61.8% | -29.0% | +90.8% | +65.3% |
| 5Y | +56.2% | -9.6% | +65.8% | +43.6% |
| 10Y | +180.6% | +6.1% | +174.5% | +122.7% |
| All | +2,233.8% | +20.1% | +2,213.6% | +1,144.3% |
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