+10.5%
MO vs SPMO
+29.9%
-19.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.4% | -0.3% |
| 7D | +0.3% | +2.0% | -1.7% | +1.1% |
| 30D | +0.6% | -0.4% | +1.0% | +0.6% |
| 3M | -1.0% | -1.9% | +0.9% | +0.2% |
| 6M | +4.3% | +25.0% | -20.7% | +11.0% |
| YTD | +23.3% | +26.0% | -2.7% | +31.3% |
| 1Y | +10.5% | +28.7% | -18.2% | +24.1% |
| All | +10.5% | +29.9% | -19.5% | +24.1% |
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 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