+788.7%
SPYM vs MOS
+133.3%
+655.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.3% | -7.6% |
| 3M | -4.1% | -3.9% | -0.2% | -4.1% |
| 6M | +0.8% | -3.3% | +4.1% | +0.2% |
| YTD | +8.8% | -4.6% | +13.4% | +7.5% |
| 1Y | +11.0% | -7.0% | +18.0% | +9.9% |
| 3Y | +75.5% | -24.4% | +99.9% | +76.8% |
| 5Y | +68.4% | -32.1% | +100.5% | +67.2% |
| 10Y | +316.1% | +10.3% | +305.8% | +243.8% |
| All | +788.7% | +133.3% | +655.4% | +500.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling