+254.8%
SPOT vs MOS
+29.0%
+225.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.2% | -2.9% |
| 7D | -2.9% | +7.1% | -9.9% | -3.9% |
| 30D | +8.3% | +15.0% | -6.8% | +6.0% |
| 3M | +5.1% | +24.1% | -19.0% | +1.3% |
| 6M | -6.5% | +2.7% | -9.2% | -7.8% |
| YTD | -9.0% | +12.2% | -21.2% | -11.6% |
| 1Y | -26.4% | -16.3% | -10.1% | -25.5% |
| 3Y | +240.0% | -23.3% | +263.3% | +241.5% |
| 5Y | +111.7% | -4.2% | +115.9% | +101.6% |
| All | +254.8% | +29.0% | +225.8% | +241.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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