-10.6%
MSOS vs SPY
+11.8%
-22.4%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.1% |
| 7D | -6.5% | +3.3% | -9.8% | -9.5% |
| 30D | -5.9% | -2.7% | -3.2% | -3.0% |
| 3M | -15.4% | -1.7% | -13.6% | -13.6% |
| 6M | -20.9% | +3.1% | -24.0% | -23.5% |
| YTD | -18.2% | +11.9% | -30.1% | -30.9% |
| 1Y | -10.6% | +12.0% | -22.6% | -23.3% |
| All | -10.6% | +11.8% | -22.4% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling