-16.3%
MOS vs SPYG
+20.7%
-37.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | +7.1% | +1.2% | +5.9% | +6.6% |
| 30D | +15.0% | -1.6% | +16.6% | +15.7% |
| 3M | +24.1% | +3.4% | +20.7% | +22.1% |
| 6M | +2.7% | +18.9% | -16.2% | -4.4% |
| YTD | +12.2% | +13.8% | -1.6% | +4.7% |
| 1Y | -16.3% | +20.6% | -36.9% | -21.5% |
| All | -16.3% | +20.7% | -37.0% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling