-32.8%
MOS vs SPYG
+63.1%
-95.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | +21.6% | -3.6% | +25.2% | +23.7% |
| 30D | +12.0% | -11.2% | +23.1% | +18.9% |
| 3M | -3.9% | -8.1% | +4.2% | 0.0% |
| 6M | -3.3% | -3.3% | 0.0% | -2.3% |
| YTD | -4.6% | +5.5% | -10.2% | -8.6% |
| 1Y | -7.0% | +7.0% | -13.9% | -11.7% |
| 3Y | -24.4% | +89.5% | -113.9% | -50.9% |
| All | -32.8% | +63.1% | -95.9% | -52.0% |
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