-83.5%
MSOS vs SPY
+131.0%
-214.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.4% | -6.4% | -6.2% |
| 7D | -3.1% | +0.1% | -3.2% | -3.3% |
| 30D | -6.2% | -3.3% | -2.9% | -3.3% |
| 3M | -7.1% | -2.4% | -4.7% | -5.1% |
| 6M | -19.4% | +2.6% | -22.0% | -21.4% |
| YTD | -13.8% | +11.2% | -25.0% | -21.5% |
| 1Y | -3.1% | +13.4% | -16.5% | -13.7% |
| 3Y | -33.5% | +79.9% | -113.4% | -61.9% |
| 5Y | -86.2% | +72.2% | -158.4% | -91.5% |
| All | -83.5% | +131.0% | -214.5% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling