-46.3%
SSPC vs MOS
+3.8%
-50.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.3% | +3.3% | +15.0% | +17.2% |
| 7D | +29.9% | +22.5% | +7.4% | +23.5% |
| 30D | +73.6% | +6.6% | +67.0% | +68.9% |
| 3M | -46.3% | -3.8% | -42.5% | -48.9% |
| All | -46.3% | +3.8% | -50.1% | -48.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling