+92.3%
MOS vs SPG
+5,256.9%
-5,164.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.9% |
| 7D | +9.5% | -2.4% | +11.9% | +10.7% |
| 30D | +10.4% | -6.8% | +17.3% | +13.8% |
| 3M | +12.9% | +2.7% | +10.2% | +11.2% |
| 6M | +1.2% | +5.5% | -4.2% | -1.8% |
| YTD | +9.3% | +15.7% | -6.4% | +1.5% |
| 1Y | -18.0% | +20.9% | -38.8% | -25.4% |
| 3Y | -29.0% | +112.4% | -141.4% | -50.9% |
| 5Y | -9.6% | +101.4% | -110.9% | -37.2% |
| 10Y | +6.1% | +60.6% | -54.6% | -27.3% |
| All | +92.3% | +5,256.9% | -5,164.6% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling