+4,267.1%
SYY vs MOS
+155.8%
+4,111.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.5% |
| 7D | -2.3% | +9.5% | -11.8% | -3.6% |
| 30D | -4.9% | +10.4% | -15.4% | -6.3% |
| 3M | +8.4% | +12.9% | -4.5% | +6.1% |
| 6M | -7.4% | +1.2% | -8.6% | -8.3% |
| YTD | +11.0% | +9.3% | +1.7% | +8.5% |
| 1Y | -0.2% | -18.0% | +17.7% | +1.2% |
| 3Y | +23.8% | -29.0% | +52.8% | +25.9% |
| 5Y | +18.1% | -9.6% | +27.7% | +12.9% |
| 10Y | +94.6% | +6.1% | +88.5% | +69.9% |
| All | +4,267.1% | +155.8% | +4,111.3% | +2,590.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling