-24.5%
MOS vs SPY
+74.5%
-99.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.4% | +7.7% | +6.4% |
| 7D | +22.5% | -4.7% | +27.2% | +26.5% |
| 30D | +6.6% | -5.9% | +12.6% | +11.1% |
| 3M | -3.8% | -4.5% | +0.7% | -0.9% |
| 6M | -2.2% | +1.8% | -4.0% | -3.9% |
| YTD | -4.8% | +8.3% | -13.1% | -10.8% |
| 1Y | -11.7% | +9.3% | -21.1% | -17.9% |
| All | -24.5% | +74.5% | -99.1% | -56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling