-11.4%
MSCI vs SPMO
+149.9%
-161.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.3% | -4.1% |
| 7D | -2.1% | +3.4% | -5.5% | -3.9% |
| 30D | -1.7% | +0.5% | -2.3% | -2.2% |
| 3M | -8.2% | +1.9% | -10.1% | -11.6% |
| 6M | -2.4% | +27.8% | -30.3% | -22.1% |
| YTD | -2.8% | +26.7% | -29.5% | -22.0% |
| 1Y | -2.7% | +28.9% | -31.6% | -23.4% |
| 3Y | +7.3% | +160.7% | -153.4% | -60.5% |
| 5Y | -11.4% | +150.2% | -161.6% | -65.0% |
| All | -11.4% | +149.9% | -161.3% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling