-7.0%
MOS vs SPXU
-21.6%
+14.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | 0.0% |
| 7D | +21.6% | +7.6% | +14.0% | +23.1% |
| 30D | +12.0% | +17.5% | -5.5% | +15.3% |
| 3M | -3.9% | +14.7% | -18.5% | -1.4% |
| 6M | -3.3% | -0.1% | -3.3% | -3.0% |
| YTD | -4.6% | -19.8% | +15.2% | -9.2% |
| 1Y | -7.0% | -23.7% | +16.8% | -12.3% |
| All | -7.0% | -21.6% | +14.6% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling