-24.4%
MOS vs SPXS
-79.2%
+54.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | -0.1% |
| 7D | +21.6% | +7.5% | +14.1% | +23.9% |
| 30D | +12.0% | +17.5% | -5.5% | +16.7% |
| 3M | -3.9% | +14.7% | -18.5% | -0.3% |
| 6M | -3.3% | -0.1% | -3.2% | -2.4% |
| YTD | -4.6% | -19.7% | +15.1% | -8.2% |
| 1Y | -7.0% | -23.6% | +16.6% | -11.4% |
| 3Y | -24.4% | -79.2% | +54.8% | -49.4% |
| All | -24.4% | -79.2% | +54.8% | -49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling