-29.6%
MSOS vs SPY
+74.5%
-104.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.4% | -0.2% | -0.9% |
| 7D | +1.2% | -4.7% | +6.0% | +5.5% |
| 30D | -7.2% | -5.9% | -1.3% | -2.2% |
| 3M | +2.2% | -4.5% | +6.8% | +6.4% |
| 6M | -18.1% | +1.8% | -19.8% | -19.3% |
| YTD | -12.5% | +8.3% | -20.8% | -17.9% |
| 1Y | -3.5% | +9.3% | -12.9% | -10.4% |
| All | -29.6% | +74.5% | -104.2% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling