+269.3%
MOB vs SPY
+80.4%
+188.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.5% |
| 7D | -8.7% | +0.1% | -8.8% | -9.0% |
| 30D | -10.0% | +0.1% | -10.0% | -10.1% |
| 3M | -27.6% | +2.0% | -29.6% | -29.1% |
| 6M | -19.4% | +13.0% | -32.4% | -32.4% |
| YTD | -17.0% | +13.5% | -30.6% | -30.7% |
| 1Y | -10.8% | +20.0% | -30.7% | -29.7% |
| All | +269.3% | +80.4% | +188.9% | +107.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling