+469.5%
SPMO vs MAS
+217.4%
+252.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.6% |
| 7D | +1.8% | -1.8% | +3.6% | +2.5% |
| 30D | -10.0% | +23.6% | -33.6% | -16.8% |
| 3M | -9.4% | +12.4% | -21.8% | -13.5% |
| 6M | -7.7% | +21.9% | -29.5% | -15.1% |
| YTD | +13.3% | +36.1% | -22.8% | -1.1% |
| 1Y | +12.7% | +39.5% | -26.8% | -2.7% |
| 3Y | +127.5% | +59.1% | +68.4% | +81.0% |
| 5Y | +119.7% | +44.4% | +75.3% | +77.7% |
| 10Y | +469.5% | +217.0% | +252.5% | +241.9% |
| All | +469.5% | +217.4% | +252.1% | +241.9% |
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