-67.1%
MAMO vs SPY
+52.6%
-119.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -9.2% | +0.1% | -9.2% | -9.2% |
| 3M | -2.9% | +2.0% | -4.9% | -3.8% |
| 6M | +0.5% | +13.0% | -12.5% | -4.3% |
| YTD | -75.1% | +13.5% | -88.7% | -76.2% |
| 1Y | -58.8% | +20.0% | -78.7% | -60.9% |
| All | -67.1% | +52.6% | -119.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling