+1,319.3%
MU vs SPMO
+149.9%
+1,169.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -2.5% |
| 7D | +7.2% | +3.4% | +3.8% | +1.1% |
| 30D | +14.0% | +0.5% | +13.5% | +13.5% |
| 3M | +5.4% | +1.9% | +3.5% | +8.2% |
| 6M | +170.3% | +27.8% | +142.5% | +102.2% |
| YTD | +250.7% | +26.7% | +224.0% | +167.1% |
| 1Y | +662.1% | +28.9% | +633.2% | +473.9% |
| 3Y | +1,341.2% | +160.7% | +1,180.5% | +344.5% |
| 5Y | +1,319.3% | +150.2% | +1,169.2% | +369.2% |
| All | +1,319.3% | +149.9% | +1,169.5% | +369.2% |
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