-63.6%
MOB vs SPY
+92.1%
-155.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -0.4% | -13.9% | -13.7% |
| 7D | -8.3% | +2.6% | -10.9% | -11.9% |
| 30D | -40.6% | -2.0% | -38.6% | -37.9% |
| 3M | -65.4% | -2.8% | -62.6% | -63.3% |
| 6M | -65.9% | +2.1% | -68.0% | -65.7% |
| YTD | -67.4% | +11.5% | -78.9% | -70.9% |
| 1Y | -66.9% | +13.5% | -80.4% | -71.0% |
| 3Y | +51.9% | +77.7% | -25.8% | -16.5% |
| All | -63.6% | +92.1% | -155.7% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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