+14,754.4%
SPGI vs MOS
+122.8%
+14,631.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.3% | -5.2% | -2.5% |
| 7D | +2.6% | +22.5% | -19.9% | -1.3% |
| 30D | +19.3% | +6.6% | +12.6% | +17.4% |
| 3M | +15.5% | -3.8% | +19.3% | +15.5% |
| 6M | +18.3% | -2.2% | +20.5% | +17.3% |
| YTD | -3.8% | -4.8% | +1.0% | -5.3% |
| 1Y | +1.3% | -11.7% | +13.1% | +1.0% |
| 3Y | +33.6% | -26.5% | +60.1% | +34.8% |
| 5Y | +13.2% | -32.2% | +45.4% | +11.4% |
| 10Y | +346.3% | +10.2% | +336.1% | +263.2% |
| All | +14,754.4% | +122.8% | +14,631.5% | +9,272.5% |
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 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