+308.8%
SPOT vs MOS
+11.8%
+297.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -3.0% | +5.5% | -8.4% | -3.7% |
| 30D | +15.2% | +21.0% | -5.8% | +11.7% |
| 3M | +21.6% | -0.5% | +22.0% | +21.1% |
| 6M | +45.2% | +6.6% | +38.6% | +42.6% |
| YTD | +4.9% | -2.8% | +7.7% | +3.7% |
| 1Y | -4.8% | -8.1% | +3.3% | -5.2% |
| 3Y | +256.3% | -25.6% | +281.8% | +257.8% |
| 5Y | +120.2% | -29.8% | +149.9% | +119.8% |
| All | +308.8% | +11.8% | +297.0% | +300.1% |
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