+517.6%
SPMO vs MCO
+393.6%
+124.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.2% |
| 7D | -0.9% | -3.8% | +2.8% | +0.8% |
| 30D | -1.9% | -0.4% | -1.5% | -2.0% |
| 3M | -1.4% | +7.7% | -9.1% | -5.8% |
| 6M | +25.5% | +7.0% | +18.5% | +19.5% |
| YTD | +24.8% | -6.4% | +31.2% | +25.8% |
| 1Y | +24.5% | -7.6% | +32.1% | +25.7% |
| 3Y | +157.1% | +43.2% | +113.9% | +105.3% |
| 5Y | +149.5% | +29.6% | +119.9% | +104.9% |
| All | +517.6% | +393.6% | +124.0% | +192.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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