-28.3%
MOS vs SPXU
-80.1%
+51.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.7% |
| 7D | +9.5% | -0.1% | +9.7% | +9.5% |
| 30D | +10.4% | +0.8% | +9.6% | +10.7% |
| 3M | +12.9% | -4.7% | +17.6% | +12.2% |
| 6M | +1.2% | -29.6% | +30.9% | -6.3% |
| YTD | +9.3% | -29.9% | +39.2% | +1.2% |
| 1Y | -18.0% | -39.1% | +21.1% | -26.2% |
| All | -28.3% | -80.1% | +51.8% | -50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling