-67.2%
MAMO vs SPY
+51.1%
-118.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -0.4% | -0.4% | 0.0% | -0.3% |
| 30D | -7.0% | -1.4% | -5.6% | -6.4% |
| 3M | +0.5% | +3.7% | -3.2% | -1.2% |
| 6M | -2.4% | +13.0% | -15.4% | -7.0% |
| YTD | -75.2% | +12.4% | -87.6% | -76.2% |
| 1Y | -61.5% | +18.5% | -80.0% | -63.3% |
| All | -67.2% | +51.1% | -118.3% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling