+303.9%
SPY vs MOS
+8.6%
+295.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -2.7% | +21.6% | -24.3% | -6.3% |
| 30D | -5.4% | +12.0% | -17.4% | -7.6% |
| 3M | -4.1% | -3.9% | -0.2% | -4.0% |
| 6M | +0.7% | -3.3% | +4.0% | +0.2% |
| YTD | +8.7% | -4.6% | +13.3% | +7.3% |
| 1Y | +10.9% | -7.0% | +17.9% | +9.8% |
| 3Y | +75.0% | -24.4% | +99.4% | +76.1% |
| 5Y | +67.8% | -32.1% | +99.9% | +65.7% |
| All | +303.9% | +8.6% | +295.3% | +232.0% |
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