-28.3%
MOS vs SPG
+112.6%
-140.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | +9.5% | -2.4% | +11.9% | +10.4% |
| 30D | +10.4% | -6.8% | +17.3% | +12.9% |
| 3M | +12.9% | +2.7% | +10.2% | +11.5% |
| 6M | +1.2% | +5.5% | -4.2% | -1.1% |
| YTD | +9.3% | +15.7% | -6.4% | +2.9% |
| 1Y | -18.0% | +20.9% | -38.8% | -24.1% |
| All | -28.3% | +112.6% | -140.9% | -51.6% |
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