-10.1%
MOB vs SPY
+92.5%
-102.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.1% |
| 7D | -1.0% | -2.0% | +1.0% | +2.0% |
| 30D | -15.8% | -1.7% | -14.1% | -13.7% |
| 3M | -12.5% | +4.7% | -17.2% | -17.7% |
| 6M | -17.7% | +12.5% | -30.2% | -29.2% |
| YTD | -19.3% | +11.7% | -31.1% | -29.6% |
| 1Y | -21.9% | +17.5% | -39.4% | -35.0% |
| 3Y | +213.4% | +76.6% | +136.8% | +69.9% |
| All | -10.1% | +92.5% | -102.6% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling