+58.1%
MP vs SPMO
+147.4%
-89.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | -0.6% |
| 7D | -2.9% | +2.0% | -4.9% | -5.3% |
| 30D | +13.8% | -0.4% | +14.2% | +14.3% |
| 3M | -16.7% | -1.9% | -14.8% | -14.8% |
| 6M | -11.5% | +25.0% | -36.5% | -33.1% |
| YTD | +7.9% | +26.0% | -18.1% | -19.2% |
| 1Y | -15.0% | +28.7% | -43.7% | -37.5% |
| 3Y | +153.5% | +160.9% | -7.4% | -36.8% |
| All | +58.1% | +147.4% | -89.3% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling