-6.3%
MOS vs SPY
+307.0%
-313.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | -2.0% | +2.6% | -4.6% | -4.7% |
| 30D | +15.3% | -2.0% | +17.3% | +17.5% |
| 3M | +1.5% | -2.8% | +4.3% | +4.2% |
| 6M | -2.0% | +2.1% | -4.1% | -4.8% |
| YTD | -6.5% | +11.5% | -18.0% | -18.1% |
| 1Y | -11.1% | +13.5% | -24.5% | -23.7% |
| 3Y | -30.3% | +77.7% | -107.9% | -65.5% |
| 5Y | -33.5% | +72.6% | -106.1% | -66.3% |
| All | -6.3% | +307.0% | -313.3% | -84.0% |
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