+12.6%
MOS vs SPXU
-99.5%
+112.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +3.3% |
| 7D | +7.1% | -1.5% | +8.5% | +6.5% |
| 30D | +15.0% | +3.7% | +11.3% | +16.6% |
| 3M | +24.1% | -9.6% | +33.7% | +20.4% |
| 6M | +2.7% | -32.4% | +35.1% | -9.7% |
| YTD | +12.2% | -28.7% | +40.9% | +0.9% |
| 1Y | -16.3% | -38.2% | +21.9% | -28.0% |
| 3Y | -23.3% | -80.4% | +57.1% | -53.6% |
| 5Y | -4.2% | -86.0% | +81.9% | -39.8% |
| 10Y | +12.6% | -99.5% | +112.1% | -73.8% |
| All | +12.6% | -99.5% | +112.1% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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