+654.4%
MS vs SPMO
+459.7%
+194.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -2.0% |
| 7D | -1.6% | -8.7% | +7.2% | +6.7% |
| 30D | -3.8% | -18.7% | +14.9% | +15.8% |
| 3M | -14.6% | -16.4% | +1.8% | 0.0% |
| 6M | -5.1% | -11.9% | +6.8% | +3.8% |
| YTD | +4.5% | +4.9% | -0.4% | -3.4% |
| 1Y | +13.5% | +6.2% | +7.3% | +3.7% |
| 3Y | +160.4% | +115.1% | +45.3% | +19.7% |
| 5Y | +112.9% | +102.2% | +10.6% | +4.0% |
| 10Y | +633.4% | +422.3% | +211.1% | +61.2% |
| All | +654.4% | +459.7% | +194.8% | +54.8% |
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