-82.4%
MSOS vs SPY
+135.4%
-217.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.2% | -5.1% |
| 7D | +6.9% | -0.7% | +7.6% | +7.6% |
| 30D | -1.4% | -1.0% | -0.3% | -0.3% |
| 3M | -0.5% | -0.3% | -0.1% | -0.2% |
| 6M | -10.5% | +7.3% | -17.9% | -16.3% |
| YTD | -8.3% | +13.3% | -21.6% | -17.8% |
| 1Y | +3.6% | +14.8% | -11.2% | -8.6% |
| 3Y | -26.4% | +82.9% | -109.3% | -58.4% |
| 5Y | -83.1% | +75.6% | -158.7% | -89.7% |
| All | -82.4% | +135.4% | -217.8% | -92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling