-34.4%
MOS vs SPYG
+67.3%
-101.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.2% |
| 7D | -2.0% | +2.3% | -4.3% | -3.2% |
| 30D | +15.3% | -6.5% | +21.8% | +19.1% |
| 3M | +1.5% | -6.8% | +8.3% | +4.9% |
| 6M | -2.0% | -3.1% | +1.2% | -0.9% |
| YTD | -6.5% | +8.0% | -14.5% | -11.4% |
| 1Y | -11.1% | +10.2% | -21.3% | -16.9% |
| 3Y | -30.3% | +91.0% | -121.2% | -54.7% |
| All | -34.4% | +67.3% | -101.6% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling