+678.0%
MS vs SPMO
+484.3%
+193.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.4% | -1.3% | -0.9% |
| 7D | +0.7% | -1.9% | +2.7% | +2.4% |
| 30D | -0.9% | -14.1% | +13.1% | +13.3% |
| 3M | -13.0% | -13.1% | +0.1% | -1.7% |
| 6M | -2.0% | -9.4% | +7.4% | +4.6% |
| YTD | +7.8% | +9.5% | -1.7% | -4.2% |
| 1Y | +17.9% | +10.5% | +7.3% | +3.8% |
| 3Y | +174.8% | +124.4% | +50.4% | +21.5% |
| 5Y | +119.9% | +110.5% | +9.3% | +3.6% |
| 10Y | +578.8% | +450.3% | +128.6% | +42.7% |
| All | +678.0% | +484.3% | +193.6% | +53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling