-18.4%
MOS vs SPXU
-100.0%
+81.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.9% |
| 7D | +9.5% | -0.1% | +9.7% | +9.5% |
| 30D | +10.4% | +0.8% | +9.6% | +10.8% |
| 3M | +12.9% | -4.7% | +17.6% | +11.8% |
| 6M | +1.2% | -29.6% | +30.9% | -10.0% |
| YTD | +9.3% | -29.9% | +39.2% | -2.7% |
| 1Y | -18.0% | -39.1% | +21.1% | -30.2% |
| 3Y | -29.0% | -80.0% | +51.0% | -57.2% |
| 5Y | -9.6% | -86.0% | +76.5% | -43.9% |
| 10Y | +6.1% | -99.5% | +105.6% | -74.1% |
| All | -18.4% | -100.0% | +81.6% | -94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling