+60.5%
MOS vs SPY
+2,945.2%
-2,884.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.4% | +7.7% | +8.0% |
| 7D | +22.5% | -4.7% | +27.2% | +28.7% |
| 30D | +6.6% | -5.9% | +12.6% | +13.5% |
| 3M | -3.8% | -4.5% | +0.7% | +0.6% |
| 6M | -2.2% | +1.8% | -4.0% | -4.5% |
| YTD | -4.8% | +8.3% | -13.1% | -13.3% |
| 1Y | -11.7% | +9.3% | -21.1% | -20.6% |
| 3Y | -26.5% | +74.9% | -101.4% | -60.8% |
| 5Y | -32.2% | +67.3% | -99.5% | -62.4% |
| 10Y | +10.2% | +311.6% | -301.4% | -75.3% |
| All | +60.5% | +2,945.2% | -2,884.8% | -89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling