-8.8%
MOS vs SPXU
-27.0%
+18.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.0% | +8.9% | +0.6% |
| 7D | +19.7% | -1.5% | +21.1% | +19.4% |
| 30D | +21.5% | +9.7% | +11.8% | +23.6% |
| 3M | -0.4% | +8.4% | -8.9% | +1.2% |
| 6M | +4.5% | -5.7% | +10.3% | +3.8% |
| YTD | -2.9% | -25.4% | +22.5% | -8.8% |
| All | -8.8% | -27.0% | +18.1% | -14.4% |
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