+517.6%
SPMO vs MSI
+605.3%
-87.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -0.9% | -0.4% | -0.5% | -0.8% |
| 30D | -1.9% | -0.8% | -1.2% | -1.8% |
| 3M | -1.4% | +13.9% | -15.3% | -7.3% |
| 6M | +25.5% | +1.3% | +24.1% | +23.2% |
| YTD | +24.8% | +22.3% | +2.5% | +12.0% |
| 1Y | +24.5% | -3.9% | +28.3% | +24.4% |
| 3Y | +157.1% | +69.9% | +87.3% | +94.3% |
| 5Y | +149.5% | +103.8% | +45.7% | +70.2% |
| All | +517.6% | +605.3% | -87.7% | +188.3% |
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