-34.4%
MOS vs SPG
+84.0%
-118.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | -2.0% | +2.0% | -4.0% | -2.8% |
| 30D | +15.3% | +17.2% | -1.9% | +7.7% |
| 3M | +1.5% | +6.3% | -4.8% | -1.2% |
| 6M | -2.0% | +18.7% | -20.7% | -9.3% |
| YTD | -6.5% | +30.1% | -36.6% | -17.5% |
| 1Y | -11.1% | +32.8% | -43.8% | -22.3% |
| 3Y | -30.3% | +133.6% | -163.8% | -55.7% |
| All | -34.4% | +84.0% | -118.4% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling