+2,504.2%
SAP vs MOS
+1.3%
+2,502.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +17.4% | -13.1% | +0.7% |
| 7D | +1.3% | +17.9% | -16.6% | -2.2% |
| 30D | +15.5% | +1.6% | +14.0% | +14.7% |
| 3M | +22.8% | -4.0% | +26.8% | +22.9% |
| 6M | +42.5% | -4.1% | +46.6% | +41.6% |
| YTD | +0.5% | -7.8% | +8.3% | -0.4% |
| 1Y | -5.9% | -15.6% | +9.6% | -5.3% |
| 3Y | +79.5% | -28.9% | +108.4% | +82.7% |
| 5Y | +75.3% | -36.8% | +112.1% | +73.7% |
| 10Y | +228.9% | +6.7% | +222.2% | +158.4% |
| All | +2,504.2% | +1.3% | +2,502.9% | +1,329.8% |
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