+99.0%
SPMO vs MAS
+41.7%
+57.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.4% | -3.8% | -6.3% |
| 7D | -14.0% | +4.6% | -18.6% | -15.1% |
| 30D | -20.0% | +19.9% | -39.8% | -24.1% |
| 3M | -18.4% | +8.9% | -27.3% | -20.6% |
| 6M | -10.9% | +20.2% | -31.1% | -16.2% |
| YTD | +3.2% | +33.9% | -30.6% | -7.0% |
| 1Y | +3.1% | +34.7% | -31.6% | -7.4% |
| 3Y | +113.3% | +60.4% | +53.0% | +77.0% |
| 5Y | +99.0% | +43.5% | +55.6% | +75.9% |
| All | +99.0% | +41.7% | +57.4% | +75.9% |
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 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