+154.8%
MOS vs SPYG
+564.9%
-410.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +9.5% | +0.4% | +9.2% | +9.1% |
| 30D | +10.4% | -0.4% | +10.9% | +10.7% |
| 3M | +12.9% | +0.5% | +12.3% | +11.8% |
| 6M | +1.2% | +17.5% | -16.2% | -13.5% |
| YTD | +9.3% | +14.3% | -5.0% | -4.7% |
| 1Y | -18.0% | +21.7% | -39.7% | -32.7% |
| 3Y | -29.0% | +98.6% | -127.6% | -64.8% |
| 5Y | -9.6% | +85.1% | -94.7% | -53.6% |
| 10Y | +6.1% | +412.0% | -406.0% | -80.0% |
| All | +154.8% | +564.9% | -410.1% | -76.7% |
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