+140.1%
MO vs SPMO
+575.0%
-435.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -2.4% | +2.7% | -5.1% | -3.1% |
| 30D | +3.6% | +1.1% | +2.5% | +3.2% |
| 3M | -3.7% | +2.0% | -5.8% | -5.1% |
| 6M | +4.5% | +26.5% | -22.0% | -4.4% |
| YTD | +21.5% | +26.5% | -5.0% | +10.9% |
| 1Y | +9.5% | +27.9% | -18.4% | -0.6% |
| 3Y | +93.6% | +160.4% | -66.8% | +28.3% |
| 5Y | +97.5% | +151.5% | -54.0% | +31.4% |
| 10Y | +111.2% | +526.3% | -415.2% | -4.3% |
| All | +140.1% | +575.0% | -435.0% | +5.2% |
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