+3.0%
SSPC vs MOS
-3.0%
+6.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.1% | -17.4% | -17.3% |
| 7D | -4.7% | +21.6% | -26.2% | -10.2% |
| 30D | +36.7% | +12.0% | +24.8% | +32.7% |
| 3M | -49.4% | -3.9% | -45.6% | -48.7% |
| All | +3.0% | -3.0% | +6.0% | +4.0% |
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 · Available span rolling