-66.8%
MAMO vs SPY
+51.8%
-118.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.2% |
| 7D | +1.0% | +0.5% | +0.5% | +0.8% |
| 30D | -5.7% | -0.9% | -4.7% | -5.3% |
| 3M | +1.9% | +3.9% | -1.9% | +0.2% |
| 6M | +1.3% | +14.5% | -13.2% | -4.0% |
| YTD | -74.9% | +12.9% | -87.8% | -75.9% |
| 1Y | -57.4% | +19.4% | -76.8% | -59.6% |
| All | -66.8% | +51.8% | -118.6% | -66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling