+469.5%
SPMO vs MSI
+663.2%
-193.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | +9.8% | +2.6% | +7.2% | +8.7% |
| 30D | -9.2% | +18.1% | -27.3% | -15.4% |
| 3M | -11.0% | +13.2% | -24.2% | -15.8% |
| 6M | -6.6% | +36.3% | -42.9% | -19.0% |
| YTD | +13.3% | +39.5% | -26.2% | -4.1% |
| 1Y | +12.7% | +36.9% | -24.2% | -3.9% |
| 3Y | +127.5% | +76.1% | +51.4% | +69.6% |
| 5Y | +117.4% | +123.7% | -6.4% | +41.9% |
| All | +469.5% | +663.2% | -193.7% | +143.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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