-9.3%
SSPC vs MOS
-1.2%
-8.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +1.8% | -13.7% | -12.5% |
| 7D | -13.9% | +19.7% | -33.6% | -18.9% |
| 30D | +14.3% | +21.5% | -7.2% | +7.9% |
| 3M | -35.2% | -0.4% | -34.8% | -35.8% |
| All | -9.3% | -1.2% | -8.1% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling