+87.4%
SYY vs MOS
+6.2%
+81.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.1% | +1.6% |
| 7D | -4.1% | +19.7% | -23.8% | -8.1% |
| 30D | +0.3% | +21.5% | -21.2% | -4.4% |
| 3M | -6.3% | -0.4% | -5.9% | -7.0% |
| 6M | +9.7% | +4.5% | +5.2% | +7.0% |
| YTD | +9.4% | -2.9% | +12.3% | +7.4% |
| 1Y | +7.3% | -7.7% | +15.0% | +6.3% |
| 3Y | +27.6% | -25.6% | +53.3% | +28.6% |
| 5Y | +12.5% | -31.2% | +43.7% | +7.0% |
| 10Y | +87.4% | +2.8% | +84.6% | +18.4% |
| All | +87.4% | +6.2% | +81.3% | +18.4% |
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