+65.8%
MAR vs SPMO
+154.5%
-88.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.2% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | -5.7% | -0.7% | -5.0% | -5.4% |
| 3M | -14.6% | +2.8% | -17.5% | -17.6% |
| 6M | +1.3% | +24.4% | -23.1% | -15.5% |
| YTD | +6.7% | +24.2% | -17.5% | -11.0% |
| 1Y | +26.4% | +24.5% | +1.9% | +4.9% |
| All | +65.8% | +154.5% | -88.7% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling