-7.9%
MOS vs SPXU
-26.1%
+18.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.2% | +1.2% |
| 7D | +24.8% | +0.5% | +24.3% | +24.9% |
| 30D | +22.7% | +10.9% | +11.8% | +25.1% |
| 3M | -1.2% | +9.6% | -10.8% | +0.6% |
| 6M | +5.5% | -4.7% | +10.2% | +5.0% |
| YTD | -2.0% | -24.6% | +22.6% | -7.7% |
| 1Y | -7.9% | -24.7% | +16.8% | -13.4% |
| All | -7.9% | -26.1% | +18.2% | -13.4% |
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