+621.7%
MA vs SPMO
+504.7%
+117.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.5% | +9.8% | -10.3% | -7.2% |
| 30D | +7.9% | -9.2% | +17.1% | +14.8% |
| 3M | +16.8% | -11.0% | +27.7% | +25.5% |
| 6M | +31.0% | -6.6% | +37.6% | +31.1% |
| YTD | +15.0% | +13.3% | +1.7% | -3.6% |
| 1Y | +17.0% | +12.7% | +4.4% | -1.6% |
| 3Y | +68.5% | +127.5% | -59.0% | -29.8% |
| 5Y | +85.0% | +117.4% | -32.4% | -19.3% |
| 10Y | +561.3% | +469.5% | +91.8% | +43.3% |
| All | +621.7% | +504.7% | +117.0% | +51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling