+122.2%
MOS vs SPYG
+513.6%
-391.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.7% |
| 7D | +21.6% | -3.6% | +25.2% | +25.3% |
| 30D | +12.0% | -11.2% | +23.1% | +23.9% |
| 3M | -3.9% | -8.1% | +4.2% | +2.8% |
| 6M | -3.3% | -3.3% | 0.0% | -1.7% |
| YTD | -4.6% | +5.5% | -10.2% | -11.3% |
| 1Y | -7.0% | +7.0% | -13.9% | -14.9% |
| 3Y | -24.4% | +89.5% | -113.9% | -61.3% |
| 5Y | -32.1% | +63.3% | -95.4% | -61.1% |
| 10Y | +10.3% | +395.1% | -384.8% | -78.8% |
| All | +122.2% | +513.6% | -391.4% | -78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling