+503.0%
MA vs SPMO
+517.6%
-14.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.3% |
| 7D | -1.7% | -0.9% | -0.8% | -1.0% |
| 30D | +1.7% | -1.9% | +3.6% | +2.9% |
| 3M | +17.2% | -1.4% | +18.5% | +15.6% |
| 6M | +13.3% | +25.5% | -12.2% | -11.2% |
| YTD | +0.2% | +24.8% | -24.6% | -21.3% |
| 1Y | -2.7% | +24.5% | -27.2% | -23.8% |
| 3Y | +39.1% | +157.1% | -118.1% | -48.0% |
| 5Y | +68.8% | +149.5% | -80.7% | -35.0% |
| All | +503.0% | +517.6% | -14.6% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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