+573.2%
SPMO vs MAS
+216.5%
+356.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.0% |
| 7D | +2.0% | -0.8% | +2.8% | +2.2% |
| 30D | -0.4% | -5.6% | +5.2% | +1.4% |
| 3M | -1.9% | +4.4% | -6.3% | -4.0% |
| 6M | +25.0% | +7.2% | +17.8% | +20.7% |
| YTD | +26.0% | +16.1% | +9.9% | +17.6% |
| 1Y | +28.7% | +0.1% | +28.6% | +26.0% |
| 3Y | +160.9% | +28.3% | +132.6% | +128.6% |
| 5Y | +147.9% | +30.5% | +117.4% | +111.1% |
| 10Y | +518.9% | +139.1% | +379.8% | +319.5% |
| All | +573.2% | +216.5% | +356.7% | +348.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling