-56.1%
MOB vs SPY
+91.0%
-147.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.0% | +7.2% |
| 7D | -19.7% | -0.6% | -19.1% | -18.0% |
| 30D | -39.4% | -3.7% | -35.7% | -34.8% |
| 3M | -58.3% | -2.7% | -55.5% | -55.7% |
| 6M | -62.1% | +2.2% | -64.3% | -61.9% |
| YTD | -60.7% | +10.8% | -71.5% | -64.6% |
| 1Y | -63.6% | +11.2% | -74.8% | -67.1% |
| 3Y | +92.0% | +76.5% | +15.5% | +6.6% |
| All | -56.1% | +91.0% | -147.1% | -72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling