+308.8%
SPOT vs MOS
+11.7%
+297.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.7% |
| 7D | +2.5% | +19.7% | -17.1% | -0.3% |
| 30D | +15.1% | +21.5% | -6.4% | +11.6% |
| 3M | +24.8% | -0.4% | +25.2% | +24.3% |
| 6M | +45.8% | +4.5% | +41.2% | +43.6% |
| YTD | +4.9% | -2.9% | +7.8% | +3.7% |
| 1Y | -1.3% | -7.7% | +6.4% | -1.7% |
| 3Y | +257.7% | -25.6% | +283.4% | +259.3% |
| 5Y | +118.5% | -31.2% | +149.7% | +118.8% |
| All | +308.8% | +11.7% | +297.1% | +300.2% |
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