+378.3%
MAR vs SPMO
+562.6%
-184.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.5% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -5.7% | -0.7% | -5.0% | -5.4% |
| 3M | -14.6% | +2.8% | -17.5% | -17.9% |
| 6M | +1.3% | +24.4% | -23.1% | -16.2% |
| YTD | +6.7% | +24.2% | -17.5% | -11.7% |
| 1Y | +26.4% | +24.5% | +1.9% | +4.0% |
| 3Y | +64.7% | +155.6% | -90.8% | -21.9% |
| 5Y | +153.1% | +148.2% | +4.9% | +22.9% |
| 10Y | +437.9% | +514.8% | -77.0% | +66.9% |
| All | +378.3% | +562.6% | -184.3% | +46.4% |
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