-9.1%
MOB vs SPY
+93.7%
-102.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.3% |
| 7D | -7.8% | -0.4% | -7.4% | -7.4% |
| 30D | -13.6% | -1.4% | -12.2% | -11.8% |
| 3M | -14.9% | +3.7% | -18.6% | -18.8% |
| 6M | -14.6% | +13.0% | -27.6% | -27.0% |
| YTD | -18.5% | +12.4% | -30.9% | -29.5% |
| 1Y | -20.7% | +18.5% | -39.3% | -34.9% |
| 3Y | +216.6% | +77.6% | +138.9% | +70.1% |
| All | -9.1% | +93.7% | -102.8% | -45.9% |
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