-34.4%
MOS vs SPXS
-83.0%
+48.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +1.1% |
| 7D | -2.0% | -7.5% | +5.5% | -4.0% |
| 30D | +15.3% | +5.3% | +10.0% | +17.5% |
| 3M | +1.5% | +9.7% | -8.2% | +4.8% |
| 6M | -2.0% | -4.6% | +2.6% | -2.0% |
| YTD | -6.5% | -25.8% | +19.3% | -12.2% |
| 1Y | -11.1% | -28.8% | +17.7% | -17.3% |
| 3Y | -30.3% | -80.2% | +49.9% | -52.4% |
| All | -34.4% | -83.0% | +48.7% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling