-24.5%
MOS vs SPG
+122.7%
-147.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.9% | +4.1% | +3.6% |
| 7D | +22.5% | +5.0% | +17.5% | +20.7% |
| 30D | +6.6% | +12.3% | -5.7% | +2.8% |
| 3M | -3.8% | +1.9% | -5.7% | -4.4% |
| 6M | -2.2% | +14.4% | -16.6% | -6.6% |
| YTD | -4.8% | +26.5% | -31.3% | -12.6% |
| 1Y | -11.7% | +30.7% | -42.4% | -19.9% |
| All | -24.5% | +122.7% | -147.2% | -48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling