+116.7%
SRE vs MOS
+6.2%
+110.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.1% | +0.5% |
| 7D | -8.4% | +19.7% | -28.0% | -10.6% |
| 30D | -3.2% | +21.5% | -24.7% | -5.8% |
| 3M | -5.3% | -0.4% | -4.9% | -5.7% |
| 6M | -12.6% | +4.5% | -17.1% | -13.8% |
| YTD | -8.8% | -2.9% | -5.9% | -9.8% |
| 1Y | -13.4% | -7.7% | -5.7% | -13.9% |
| 3Y | +24.4% | -25.6% | +50.0% | +25.5% |
| 5Y | +47.3% | -31.2% | +78.5% | +46.4% |
| 10Y | +116.7% | +2.8% | +113.8% | +82.2% |
| All | +116.7% | +6.2% | +110.5% | +82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling