+553.7%
MS vs SPMO
+449.2%
+104.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.4% |
| 7D | +0.8% | -2.6% | +3.4% | +3.1% |
| 30D | -0.7% | -14.2% | +13.5% | +14.0% |
| 3M | -12.4% | -12.7% | +0.3% | -1.3% |
| 6M | -1.7% | -9.6% | +7.8% | +5.1% |
| YTD | +8.0% | +9.3% | -1.3% | -4.1% |
| 1Y | +16.2% | +8.2% | +8.0% | +4.2% |
| 3Y | +171.3% | +119.4% | +51.9% | +20.8% |
| 5Y | +124.8% | +112.5% | +12.3% | +3.4% |
| 10Y | +553.7% | +449.2% | +104.4% | +45.6% |
| All | +553.7% | +449.2% | +104.4% | +45.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling