+110.2%
SPOT vs MOS
-32.4%
+142.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +1.6% | +21.6% | -20.0% | -1.2% |
| 30D | +17.6% | +12.0% | +5.6% | +15.5% |
| 3M | +26.9% | -3.9% | +30.8% | +27.1% |
| 6M | +41.8% | -3.3% | +45.1% | +41.5% |
| YTD | +3.8% | -4.6% | +8.5% | +3.1% |
| 1Y | -2.5% | -7.0% | +4.5% | -3.0% |
| 3Y | +260.6% | -24.4% | +285.0% | +258.8% |
| All | +110.2% | -32.4% | +142.5% | +87.7% |
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