+176.8%
MS vs SPMO
+124.5%
+52.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +2.0% |
| 7D | +5.1% | +6.3% | -1.3% | +0.1% |
| 30D | +5.7% | -8.9% | +14.5% | +13.2% |
| 3M | -12.2% | -13.2% | +1.1% | -2.4% |
| 6M | -0.5% | -9.3% | +8.8% | +4.8% |
| YTD | +9.8% | +11.6% | -1.7% | -4.1% |
| 1Y | +17.7% | +13.4% | +4.3% | +1.3% |
| 3Y | +176.8% | +122.9% | +53.9% | +43.2% |
| All | +176.8% | +124.5% | +52.3% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling