-27.7%
MOS vs SPY
+72.2%
-100.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.3% |
| 7D | +24.8% | -0.6% | +25.4% | +25.3% |
| 30D | +22.7% | -3.7% | +26.4% | +26.3% |
| 3M | -1.2% | -2.7% | +1.5% | +0.7% |
| 6M | +5.5% | +2.2% | +3.4% | +3.3% |
| YTD | -2.0% | +10.8% | -12.8% | -10.7% |
| 1Y | -7.9% | +11.2% | -19.2% | -16.5% |
| 3Y | -25.0% | +76.5% | -101.5% | -55.8% |
| 5Y | -27.7% | +72.9% | -100.7% | -56.6% |
| All | -27.7% | +72.2% | -100.0% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling