-2.2%
MOS vs SPY
+2.1%
-4.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.4% | +7.7% | +5.9% |
| 7D | +22.5% | -4.7% | +27.2% | +25.4% |
| 30D | +6.6% | -5.9% | +12.6% | +10.2% |
| 3M | -3.8% | -4.5% | +0.7% | -1.8% |
| 6M | -2.2% | +1.8% | -4.0% | -7.9% |
| All | -2.2% | +2.1% | -4.3% | -7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling