+2.8%
MOS vs SPG
+117.3%
-114.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +0.9% |
| 7D | +19.7% | +5.1% | +14.6% | +17.0% |
| 30D | +21.5% | +16.8% | +4.7% | +12.7% |
| 3M | -0.4% | +5.7% | -6.1% | -3.1% |
| 6M | +4.5% | +17.8% | -13.3% | -3.8% |
| YTD | -2.9% | +30.1% | -33.0% | -15.4% |
| 1Y | -7.7% | +32.8% | -40.5% | -20.4% |
| 3Y | -25.6% | +137.2% | -162.9% | -53.2% |
| 5Y | -31.2% | +81.5% | -112.6% | -51.4% |
| 10Y | +2.8% | +116.5% | -113.7% | -43.1% |
| All | +2.8% | +117.3% | -114.5% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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