+450.3%
SPMO vs MOS
+6.2%
+444.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.8% | +2.6% | +4.1% |
| 7D | -1.9% | +19.7% | -21.6% | -4.9% |
| 30D | -14.1% | +21.5% | -35.6% | -16.9% |
| 3M | -13.1% | -0.4% | -12.7% | -13.5% |
| 6M | -9.4% | +4.5% | -13.9% | -10.8% |
| YTD | +9.5% | -2.9% | +12.4% | +8.2% |
| 1Y | +10.5% | -7.7% | +18.2% | +9.8% |
| 3Y | +124.4% | -25.6% | +150.0% | +126.5% |
| 5Y | +110.5% | -31.2% | +141.7% | +109.3% |
| 10Y | +450.3% | +2.8% | +447.5% | +375.6% |
| All | +450.3% | +6.2% | +444.1% | +375.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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