+36.0%
MSCI vs SPMO
+128.1%
-92.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | 0.0% |
| 7D | -1.9% | +1.8% | -3.7% | -2.3% |
| 30D | +16.5% | -10.0% | +26.5% | +18.9% |
| 3M | +18.2% | -9.4% | +27.6% | +20.3% |
| 6M | +14.0% | -7.7% | +21.7% | +13.5% |
| YTD | +16.6% | +13.3% | +3.3% | +5.3% |
| 1Y | +14.8% | +12.7% | +2.1% | +3.9% |
| All | +36.0% | +128.1% | -92.1% | -18.4% |
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 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