-67.4%
MAMO vs SPY
+50.4%
-117.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.9% |
| 7D | +2.2% | +3.3% | -1.1% | +0.9% |
| 30D | +4.3% | -2.7% | +6.9% | +5.3% |
| 3M | -4.9% | -1.7% | -3.1% | -4.3% |
| 6M | -0.2% | +3.1% | -3.3% | -1.7% |
| YTD | -75.4% | +11.9% | -87.3% | -76.3% |
| 1Y | -69.9% | +12.0% | -81.9% | -71.1% |
| All | -67.4% | +50.4% | -117.8% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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