+92.1%
MA vs SPMO
+119.2%
-27.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -1.4% |
| 7D | -1.8% | +1.8% | -3.6% | -2.7% |
| 30D | +11.0% | -10.0% | +21.0% | +16.2% |
| 3M | +17.9% | -9.4% | +27.2% | +22.5% |
| 6M | +33.2% | -7.7% | +40.8% | +33.6% |
| YTD | +16.5% | +13.3% | +3.2% | +1.0% |
| 1Y | +19.1% | +12.7% | +6.4% | +3.5% |
| 3Y | +70.6% | +127.5% | -56.9% | -21.8% |
| 5Y | +92.1% | +119.7% | -27.6% | -8.3% |
| All | +92.1% | +119.2% | -27.1% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling