-11.8%
SNDU vs MOS
-25.2%
+13.4%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.5% | -0.8% | +28.3% | +27.4% |
| 7D | -20.3% | +5.5% | -25.8% | -20.1% |
| 30D | -64.4% | +21.0% | -85.4% | -64.6% |
| 3M | -57.5% | -0.5% | -57.0% | -53.9% |
| 6M | -82.9% | +6.6% | -89.5% | -82.5% |
| All | -11.8% | -25.2% | +13.4% | +7.2% |
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