+31.8%
SRE vs MOS
-21.8%
+53.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.5% |
| 7D | +1.4% | +7.1% | -5.6% | +0.8% |
| 30D | +1.9% | +15.0% | -13.2% | +0.5% |
| 3M | -3.3% | +24.1% | -27.4% | -5.6% |
| 6M | -6.4% | +2.7% | -9.1% | -7.2% |
| YTD | -1.8% | +12.2% | -14.0% | -4.0% |
| 1Y | +10.7% | -16.3% | +27.0% | +12.4% |
| 3Y | +31.8% | -23.3% | +55.1% | +34.0% |
| All | +31.8% | -21.8% | +53.6% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling