+26.2%
MAR vs SPMO
+29.9%
-3.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | -0.1% |
| 7D | -4.2% | +2.0% | -6.2% | -4.4% |
| 30D | -6.7% | -0.4% | -6.3% | -6.7% |
| 3M | -12.5% | -1.9% | -10.6% | -12.6% |
| 6M | +0.6% | +25.0% | -24.5% | -10.6% |
| YTD | +9.1% | +26.0% | -16.9% | -3.3% |
| 1Y | +26.2% | +28.7% | -2.5% | +9.9% |
| All | +26.2% | +29.9% | -3.7% | +9.9% |
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