+4,088.9%
SYY vs MOS
+117.2%
+3,971.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.3% |
| 7D | +1.3% | -2.6% | +3.9% | +1.7% |
| 30D | -3.5% | +13.5% | -17.0% | -5.4% |
| 3M | -9.3% | -2.9% | -6.4% | -9.4% |
| 6M | +5.9% | -1.0% | +6.9% | +5.2% |
| YTD | +6.5% | -7.2% | +13.7% | +6.1% |
| 1Y | +4.0% | -11.4% | +15.4% | +4.2% |
| 3Y | +23.0% | -29.0% | +52.0% | +24.7% |
| 5Y | +14.3% | -34.0% | +48.3% | +14.2% |
| 10Y | +85.8% | -4.0% | +89.9% | +64.4% |
| All | +4,088.9% | +117.2% | +3,971.8% | +2,531.0% |
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 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