+460.5%
SPMO vs MSI
+664.3%
-203.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | +6.3% | +3.2% | +3.1% | +5.0% |
| 30D | -8.9% | +17.6% | -26.5% | -14.9% |
| 3M | -13.2% | +14.5% | -27.7% | -18.3% |
| 6M | -9.3% | +34.3% | -43.5% | -20.8% |
| YTD | +11.6% | +39.7% | -28.2% | -5.7% |
| 1Y | +13.4% | +40.2% | -26.8% | -4.4% |
| 3Y | +122.9% | +77.1% | +45.7% | +65.7% |
| 5Y | +113.9% | +124.0% | -10.1% | +39.6% |
| All | +460.5% | +664.3% | -203.8% | +139.5% |
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