-67.1%
MAMO vs VOO
+52.9%
-120.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | 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% | -5.0% | -3.8% |
| 6M | +0.5% | +13.0% | -12.5% | -4.7% |
| YTD | -75.1% | +13.6% | -88.7% | -76.3% |
| 1Y | -58.8% | +20.1% | -78.8% | -61.1% |
| All | -67.1% | +52.9% | -120.0% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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