+116.9%
SRE vs MOS
+8.6%
+108.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.8% |
| 7D | -0.3% | +9.5% | -9.9% | -1.5% |
| 30D | -0.7% | +10.4% | -11.2% | -2.1% |
| 3M | -6.3% | +12.9% | -19.2% | -8.2% |
| 6M | -10.7% | +1.2% | -11.9% | -11.6% |
| YTD | -3.5% | +9.3% | -12.8% | -5.6% |
| 1Y | +5.3% | -18.0% | +23.3% | +6.8% |
| 3Y | +31.8% | -29.0% | +60.8% | +34.2% |
| 5Y | +47.4% | -9.6% | +56.9% | +41.4% |
| All | +116.9% | +8.6% | +108.3% | +86.6% |
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