+120.1%
SPOT vs MOS
-33.6%
+153.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.6% | +2.3% |
| 7D | +1.6% | -2.0% | +3.6% | +1.9% |
| 30D | +16.9% | +15.3% | +1.6% | +14.5% |
| 3M | +23.0% | +1.5% | +21.5% | +22.2% |
| 6M | +42.2% | -2.0% | +44.1% | +41.5% |
| YTD | +5.5% | -6.5% | +12.0% | +5.0% |
| 1Y | -5.1% | -11.1% | +6.0% | -4.9% |
| 3Y | +257.9% | -30.3% | +288.2% | +262.1% |
| All | +120.1% | -33.6% | +153.7% | +99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling