-7.0%
MOS vs SPY
+308.5%
-315.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.2% |
| 7D | -2.6% | +3.3% | -5.8% | -6.0% |
| 30D | +13.5% | -2.7% | +16.1% | +16.6% |
| 3M | -2.9% | -1.7% | -1.2% | -1.5% |
| 6M | -1.0% | +3.1% | -4.1% | -4.8% |
| YTD | -7.2% | +11.9% | -19.1% | -19.0% |
| 1Y | -11.4% | +12.0% | -23.4% | -22.9% |
| 3Y | -29.0% | +78.2% | -107.2% | -65.0% |
| 5Y | -34.0% | +73.2% | -107.2% | -66.6% |
| All | -7.0% | +308.5% | -315.5% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling