+2.8%
MOS vs SPXS
-99.5%
+102.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.0% | +8.8% | -0.7% |
| 7D | +19.7% | -1.5% | +21.2% | +19.5% |
| 30D | +21.5% | +9.6% | +11.9% | +26.3% |
| 3M | -0.4% | +8.5% | -8.9% | +3.2% |
| 6M | +4.5% | -5.8% | +10.3% | +3.9% |
| YTD | -2.9% | -25.4% | +22.5% | -10.5% |
| 1Y | -7.7% | -28.8% | +21.1% | -16.2% |
| 3Y | -25.6% | -80.9% | +55.2% | -55.4% |
| 5Y | -31.2% | -83.1% | +51.9% | -53.0% |
| 10Y | +2.8% | -99.5% | +102.3% | -75.0% |
| All | +2.8% | -99.5% | +102.3% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling