+542.0%
MS vs SPMO
+460.5%
+81.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +2.2% |
| 7D | +5.1% | +6.3% | -1.3% | -0.8% |
| 30D | +5.7% | -8.9% | +14.5% | +14.6% |
| 3M | -12.2% | -13.2% | +1.1% | -0.5% |
| 6M | -0.5% | -9.3% | +8.8% | +6.2% |
| YTD | +9.8% | +11.6% | -1.7% | -4.4% |
| 1Y | +17.7% | +13.4% | +4.3% | +0.9% |
| 3Y | +176.8% | +122.9% | +53.9% | +21.4% |
| 5Y | +123.7% | +113.9% | +9.8% | +2.2% |
| All | +542.0% | +460.5% | +81.4% | +39.6% |
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