+113.0%
SPOT vs MOS
-8.7%
+121.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.4% |
| 7D | -0.9% | +9.5% | -10.5% | -2.2% |
| 30D | +12.5% | +10.4% | +2.1% | +10.9% |
| 3M | +9.9% | +12.9% | -3.0% | +7.7% |
| 6M | +1.6% | +1.2% | +0.3% | +0.5% |
| YTD | -6.6% | +9.3% | -15.9% | -8.7% |
| 1Y | -22.9% | -18.0% | -5.0% | -21.5% |
| 3Y | +244.3% | -29.0% | +273.3% | +251.7% |
| All | +113.0% | -8.7% | +121.7% | +92.8% |
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