+31.3%
MS vs SPMO
+25.8%
+5.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.5% |
| 7D | +1.4% | +2.0% | -0.6% | +0.4% |
| 30D | -0.3% | -0.4% | +0.1% | -0.1% |
| 3M | +0.3% | -1.9% | +2.2% | -0.1% |
| 6M | +31.3% | +25.0% | +6.3% | +10.2% |
| All | +31.3% | +25.8% | +5.5% | +10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling