-79.2%
MSOS vs SPY
+135.8%
-215.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.6% |
| 7D | +2.4% | +0.1% | +2.3% | +2.3% |
| 30D | +26.5% | +0.1% | +26.4% | +26.4% |
| 3M | +0.2% | +2.0% | -1.8% | -1.9% |
| 6M | +31.4% | +13.0% | +18.3% | +18.0% |
| YTD | +8.3% | +13.5% | -5.3% | -3.1% |
| 1Y | +11.6% | +20.0% | -8.4% | -5.1% |
| 3Y | -25.0% | +77.2% | -102.2% | -56.2% |
| 5Y | -84.6% | +81.9% | -166.5% | -91.0% |
| All | -79.2% | +135.8% | -215.0% | -91.2% |
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