-25.6%
MOS vs SPY
+78.0%
-103.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.5% | +0.2% |
| 7D | +19.7% | +0.1% | +19.6% | +19.4% |
| 30D | +21.5% | -3.3% | +24.8% | +24.3% |
| 3M | -0.4% | -2.4% | +2.0% | +1.0% |
| 6M | +4.5% | +2.6% | +2.0% | +2.2% |
| YTD | -2.9% | +11.2% | -14.1% | -10.8% |
| 1Y | -7.7% | +13.4% | -21.1% | -16.6% |
| 3Y | -25.6% | +79.9% | -105.5% | -61.1% |
| All | -25.6% | +78.0% | -103.7% | -61.1% |
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