-91.8%
SNDQ vs MOS
-5.0%
-86.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.1% | -0.8% | -26.3% | -26.9% |
| 7D | -9.0% | +5.5% | -14.4% | -9.6% |
| 30D | +57.3% | +21.0% | +36.3% | +53.8% |
| 3M | -17.3% | -0.5% | -16.8% | -26.3% |
| 6M | -71.3% | +6.6% | -77.9% | -71.3% |
| All | -91.8% | -5.0% | -86.9% | -90.7% |
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