+17.0%
MA vs SPMO
+12.3%
+4.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.5% | +9.8% | -10.3% | +0.7% |
| 30D | +7.9% | -9.2% | +17.1% | +6.3% |
| 3M | +16.8% | -11.0% | +27.7% | +14.8% |
| 6M | +31.0% | -6.6% | +37.6% | +27.5% |
| YTD | +15.0% | +13.3% | +1.7% | +7.2% |
| 1Y | +17.0% | +12.7% | +4.4% | +8.9% |
| All | +17.0% | +12.3% | +4.8% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling