-12.7%
SRE vs MOS
-8.6%
-4.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.1% | +0.8% |
| 7D | -8.4% | +19.7% | -28.0% | -8.3% |
| 30D | -3.2% | +21.5% | -24.7% | -3.2% |
| 3M | -5.3% | -0.4% | -4.9% | -4.7% |
| 6M | -12.6% | +4.5% | -17.1% | -12.4% |
| YTD | -8.8% | -2.9% | -5.9% | -8.7% |
| All | -12.7% | -8.6% | -4.0% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling