+0.6%
MOS vs SPG
+116.4%
-115.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +5.5% | +2.7% | +2.7% | +4.1% |
| 30D | +21.0% | +16.6% | +4.4% | +12.4% |
| 3M | -0.5% | +8.1% | -8.5% | -4.2% |
| 6M | +6.6% | +19.3% | -12.7% | -2.5% |
| YTD | -2.8% | +31.1% | -33.8% | -15.6% |
| 1Y | -8.1% | +32.8% | -40.8% | -20.7% |
| 3Y | -25.6% | +135.8% | -161.4% | -53.0% |
| 5Y | -29.8% | +85.1% | -114.8% | -50.9% |
| 10Y | +0.6% | +115.9% | -115.4% | -44.4% |
| All | +0.6% | +116.4% | -115.8% | -44.4% |
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