+517.6%
SPMO vs MTB
+173.8%
+343.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | -1.9% | -4.8% | +2.9% | -0.6% |
| 3M | -1.4% | +6.0% | -7.3% | -3.1% |
| 6M | +25.5% | +19.6% | +5.9% | +19.1% |
| YTD | +24.8% | +21.5% | +3.4% | +17.9% |
| 1Y | +24.5% | +24.7% | -0.2% | +16.5% |
| 3Y | +157.1% | +108.6% | +48.6% | +107.7% |
| 5Y | +149.5% | +106.7% | +42.8% | +98.5% |
| All | +517.6% | +173.8% | +343.8% | +372.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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