+539.6%
MA vs SPMO
+572.4%
-32.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -2.3% |
| 7D | -2.7% | +2.0% | -4.7% | -4.2% |
| 30D | +1.5% | -0.4% | +1.9% | +1.5% |
| 3M | +20.4% | -1.9% | +22.3% | +18.7% |
| 6M | +11.1% | +25.0% | -13.9% | -12.1% |
| YTD | +2.0% | +26.0% | -24.1% | -20.1% |
| 1Y | -2.2% | +28.7% | -30.8% | -25.1% |
| 3Y | +41.9% | +160.9% | -119.0% | -46.4% |
| 5Y | +75.4% | +147.9% | -72.6% | -30.3% |
| 10Y | +527.5% | +518.9% | +8.6% | +28.0% |
| All | +539.6% | +572.4% | -32.8% | +25.3% |
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 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