+7.6%
MOS vs SPYG
+388.2%
-380.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.6% |
| 7D | +21.6% | -3.6% | +25.2% | +24.7% |
| 30D | +12.0% | -11.2% | +23.1% | +22.1% |
| 3M | -3.9% | -8.1% | +4.2% | +1.8% |
| 6M | -3.3% | -3.3% | 0.0% | -1.9% |
| YTD | -4.6% | +5.5% | -10.2% | -10.3% |
| 1Y | -7.0% | +7.0% | -13.9% | -13.8% |
| 3Y | -24.4% | +89.5% | -113.9% | -58.7% |
| 5Y | -32.1% | +63.3% | -95.4% | -58.1% |
| All | +7.6% | +388.2% | -380.6% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling