+449.2%
SPMO vs MAS
+219.2%
+230.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.3% |
| 7D | -2.6% | +3.6% | -6.2% | -3.8% |
| 30D | -14.2% | +23.8% | -38.1% | -20.8% |
| 3M | -12.7% | +14.4% | -27.1% | -17.2% |
| 6M | -9.6% | +19.7% | -29.3% | -16.3% |
| YTD | +9.3% | +36.0% | -26.7% | -4.6% |
| 1Y | +8.2% | +40.4% | -32.1% | -6.8% |
| 3Y | +119.4% | +58.9% | +60.5% | +74.7% |
| 5Y | +112.5% | +44.5% | +67.9% | +71.8% |
| 10Y | +449.2% | +214.8% | +234.5% | +229.6% |
| All | +449.2% | +219.2% | +230.0% | +229.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling