+971.4%
MSCI vs SPMO
+572.4%
+399.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.5% |
| 7D | +0.4% | +2.0% | -1.6% | -1.1% |
| 30D | +0.6% | -0.4% | +0.9% | +0.6% |
| 3M | -7.1% | -1.9% | -5.2% | -8.9% |
| 6M | +0.8% | +25.0% | -24.2% | -21.2% |
| YTD | +1.0% | +26.0% | -25.0% | -21.8% |
| 1Y | +4.3% | +28.7% | -24.4% | -21.2% |
| 3Y | +9.9% | +160.9% | -151.0% | -59.8% |
| 5Y | -6.8% | +147.9% | -154.7% | -63.7% |
| 10Y | +614.7% | +518.9% | +95.7% | +52.1% |
| All | +971.4% | +572.4% | +399.0% | +118.0% |
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 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