+611.5%
MSCI vs SPMO
+514.3%
+97.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.6% | +0.2% |
| 7D | -4.7% | +0.1% | -4.8% | -4.8% |
| 30D | -2.2% | -0.7% | -1.5% | -1.9% |
| 3M | -9.7% | +2.8% | -12.5% | -14.9% |
| 6M | +0.3% | +24.4% | -24.2% | -21.9% |
| YTD | -3.5% | +24.2% | -27.7% | -24.8% |
| 1Y | -1.4% | +24.5% | -25.9% | -23.8% |
| 3Y | +6.6% | +155.6% | -149.0% | -61.4% |
| 5Y | -10.9% | +148.2% | -159.1% | -66.3% |
| All | +611.5% | +514.3% | +97.1% | +50.0% |
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