+101.3%
SPMO vs MAS
+39.2%
+62.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.1% |
| 7D | -8.7% | +2.0% | -10.7% | -9.2% |
| 30D | -18.7% | +19.4% | -38.1% | -22.8% |
| 3M | -16.4% | +9.4% | -25.8% | -18.8% |
| 6M | -11.9% | +15.3% | -27.2% | -16.2% |
| YTD | +4.9% | +31.3% | -26.4% | -5.0% |
| 1Y | +6.2% | +34.9% | -28.7% | -4.7% |
| 3Y | +115.1% | +58.6% | +56.5% | +78.9% |
| All | +101.3% | +39.2% | +62.2% | +78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling