-64.8%
SPCH vs MOS
-3.0%
-61.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | +0.1% | +16.7% | +16.9% |
| 7D | -3.0% | +21.6% | -24.6% | +4.1% |
| 30D | -39.8% | +12.0% | -51.8% | -37.6% |
| 3M | +16.8% | -3.9% | +20.7% | +16.5% |
| All | -64.8% | -3.0% | -61.7% | -64.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling