+12.4%
SPGI vs MOS
-31.8%
+44.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.5% |
| 7D | -0.9% | +19.7% | -20.5% | -2.6% |
| 30D | +15.5% | +21.5% | -6.0% | +13.3% |
| 3M | +15.7% | -0.4% | +16.1% | +15.3% |
| 6M | +19.1% | +4.5% | +14.5% | +17.8% |
| YTD | -4.1% | -2.9% | -1.2% | -5.4% |
| 1Y | +1.2% | -7.7% | +8.9% | +0.4% |
| 3Y | +31.6% | -25.6% | +57.2% | +31.7% |
| 5Y | +12.4% | -31.2% | +43.6% | +7.5% |
| All | +12.4% | -31.8% | +44.3% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling