-83.2%
MSOS vs SPY
+125.0%
-208.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.4% | -0.2% | -0.5% |
| 7D | +1.2% | -4.7% | +6.0% | +5.8% |
| 30D | -7.2% | -5.9% | -1.3% | -1.7% |
| 3M | +2.2% | -4.5% | +6.8% | +6.7% |
| 6M | -18.1% | +1.8% | -19.8% | -19.4% |
| YTD | -12.5% | +8.3% | -20.8% | -18.2% |
| 1Y | -3.5% | +9.3% | -12.9% | -10.9% |
| 3Y | -29.8% | +74.9% | -104.6% | -58.6% |
| 5Y | -85.3% | +67.3% | -152.6% | -90.6% |
| All | -83.2% | +125.0% | -208.2% | -92.6% |
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