+2.9%
SPGI vs MOS
-16.2%
+19.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +17.4% | -14.0% | +3.7% |
| 7D | +7.2% | +17.9% | -10.7% | +7.6% |
| 30D | +23.2% | +1.6% | +21.7% | +22.8% |
| 3M | +17.0% | -4.0% | +21.0% | +16.2% |
| 6M | +20.4% | -4.1% | +24.5% | +19.8% |
| YTD | -1.9% | -7.8% | +5.9% | -5.0% |
| 1Y | +2.9% | -15.6% | +18.5% | +0.8% |
| All | +2.9% | -16.2% | +19.1% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling