-8.1%
MOS vs SPXS
-28.0%
+19.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -1.5% |
| 7D | +5.5% | +1.5% | +4.0% | +5.8% |
| 30D | +21.0% | +6.3% | +14.6% | +22.4% |
| 3M | -0.5% | +4.2% | -4.7% | +0.5% |
| 6M | +6.6% | -7.9% | +14.5% | +5.4% |
| YTD | -2.8% | -27.5% | +24.7% | -9.1% |
| 1Y | -8.1% | -27.0% | +19.0% | -13.9% |
| All | -8.1% | -28.0% | +19.9% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling