+79.9%
SPY vs MOS
-24.9%
+104.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.5% | +2.2% |
| 7D | +0.1% | +19.7% | -19.6% | -2.0% |
| 30D | -3.3% | +21.5% | -24.8% | -5.5% |
| 3M | -2.4% | -0.4% | -2.0% | -2.7% |
| 6M | +2.6% | +4.5% | -2.0% | +1.4% |
| YTD | +11.2% | -2.9% | +14.1% | +9.9% |
| 1Y | +13.4% | -7.7% | +21.1% | +12.7% |
| 3Y | +79.9% | -25.6% | +105.5% | +78.9% |
| All | +79.9% | -24.9% | +104.8% | +78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling