+0.6%
MOS vs SPXU
-99.5%
+100.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -2.3% |
| 7D | +5.5% | +1.5% | +3.9% | +6.2% |
| 30D | +21.0% | +6.4% | +14.6% | +24.4% |
| 3M | -0.5% | +4.2% | -4.7% | +1.7% |
| 6M | +6.6% | -7.8% | +14.4% | +5.1% |
| YTD | -2.8% | -27.5% | +24.8% | -11.4% |
| 1Y | -8.1% | -27.1% | +19.1% | -15.9% |
| 3Y | -25.6% | -80.8% | +55.2% | -55.4% |
| 5Y | -29.8% | -84.1% | +54.3% | -53.3% |
| 10Y | +0.6% | -99.5% | +100.1% | -76.1% |
| All | +0.6% | -99.5% | +100.1% | -76.1% |
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