-9.6%
MOS vs SPY
+82.0%
-91.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.7% |
| 7D | +9.5% | +0.1% | +9.4% | +9.4% |
| 30D | +10.4% | +0.1% | +10.4% | +10.3% |
| 3M | +12.9% | +2.0% | +10.9% | +10.9% |
| 6M | +1.2% | +13.0% | -11.8% | -9.0% |
| YTD | +9.3% | +13.5% | -4.2% | -2.3% |
| 1Y | -18.0% | +20.0% | -37.9% | -30.0% |
| 3Y | -29.0% | +77.2% | -106.2% | -58.3% |
| All | -9.6% | +82.0% | -91.6% | -48.1% |
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 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