+460.3%
SPMO vs MOS
-17.2%
+477.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -8.7% | +21.6% | -30.3% | -11.4% |
| 30D | -18.7% | +12.0% | -30.7% | -20.3% |
| 3M | -16.4% | -3.9% | -12.5% | -16.4% |
| 6M | -11.9% | -3.3% | -8.5% | -12.2% |
| YTD | +4.9% | -4.6% | +9.5% | +4.0% |
| 1Y | +6.2% | -7.0% | +13.2% | +5.5% |
| 3Y | +115.1% | -24.4% | +139.5% | +116.4% |
| 5Y | +102.2% | -32.1% | +134.3% | +102.2% |
| 10Y | +422.3% | +10.3% | +412.0% | +355.1% |
| All | +460.3% | -17.2% | +477.5% | +390.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling