+469.5%
SPMO vs MOS
-4.2%
+473.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.7% |
| 7D | +9.8% | -2.6% | +12.3% | +10.2% |
| 30D | -9.2% | +13.5% | -22.6% | -11.3% |
| 3M | -11.0% | -2.9% | -8.1% | -11.1% |
| 6M | -6.6% | -1.0% | -5.6% | -7.4% |
| YTD | +13.3% | -7.2% | +20.5% | +12.7% |
| 1Y | +12.7% | -11.4% | +24.0% | +12.6% |
| 3Y | +127.5% | -29.0% | +156.5% | +131.2% |
| 5Y | +117.4% | -34.0% | +151.4% | +117.4% |
| All | +469.5% | -4.2% | +473.7% | +396.8% |
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