+13,845.6%
SPGI vs MOS
+155.8%
+13,689.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.8% |
| 7D | +0.1% | +9.5% | -9.4% | -1.6% |
| 30D | +8.4% | +10.4% | -2.0% | +6.3% |
| 3M | +11.8% | +12.9% | -1.0% | +8.7% |
| 6M | +5.7% | +1.2% | +4.5% | +4.0% |
| YTD | -9.7% | +9.3% | -19.0% | -12.8% |
| 1Y | -12.5% | -18.0% | +5.5% | -11.3% |
| 3Y | +21.8% | -29.0% | +50.8% | +24.2% |
| 5Y | +8.2% | -9.6% | +17.8% | +1.0% |
| 10Y | +309.5% | +6.1% | +303.5% | +236.9% |
| All | +13,845.6% | +155.8% | +13,689.8% | +8,525.0% |
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