+794.2%
MS vs SPMO
+517.5%
+276.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.1% |
| 7D | +2.5% | +3.4% | -0.9% | -0.7% |
| 30D | 0.0% | +0.5% | -0.6% | -0.7% |
| 3M | +2.4% | +1.9% | +0.5% | -0.8% |
| 6M | +36.4% | +27.8% | +8.6% | +5.0% |
| YTD | +23.8% | +26.7% | -2.8% | -3.6% |
| 1Y | +48.6% | +28.9% | +19.7% | +13.7% |
| 3Y | +179.1% | +160.7% | +18.5% | +6.5% |
| 5Y | +144.8% | +150.2% | -5.4% | -2.5% |
| 10Y | +794.2% | +517.5% | +276.7% | +67.0% |
| All | +794.2% | +517.5% | +276.7% | +67.0% |
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