-8.1%
MOS vs SPG
+33.6%
-41.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +5.5% | +2.7% | +2.7% | +4.7% |
| 30D | +21.0% | +16.6% | +4.4% | +18.0% |
| 3M | -0.5% | +8.1% | -8.5% | -2.4% |
| 6M | +6.6% | +19.3% | -12.7% | +3.9% |
| YTD | -2.8% | +31.1% | -33.8% | -7.1% |
| 1Y | -8.1% | +32.8% | -40.8% | -13.1% |
| All | -8.1% | +33.6% | -41.7% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling