+7.6%
MOS vs SPY
+312.9%
-305.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.2% |
| 7D | +21.6% | -2.7% | +24.3% | +25.1% |
| 30D | +12.0% | -5.4% | +17.4% | +18.7% |
| 3M | -3.9% | -4.1% | +0.2% | +0.1% |
| 6M | -3.3% | +0.7% | -4.0% | -4.7% |
| YTD | -4.6% | +8.7% | -13.3% | -14.1% |
| 1Y | -7.0% | +10.9% | -17.9% | -18.2% |
| 3Y | -24.4% | +75.0% | -99.4% | -62.1% |
| 5Y | -32.1% | +67.8% | -99.9% | -64.4% |
| All | +7.6% | +312.9% | -305.2% | -81.9% |
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