-100.0%
MLGO vs SPY
+98.7%
-198.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.2% |
| 7D | -13.3% | -0.9% | -12.4% | -12.9% |
| 30D | -20.8% | -2.4% | -18.5% | -20.1% |
| 3M | -45.1% | -1.2% | -43.9% | -44.7% |
| 6M | -44.7% | +3.3% | -48.0% | -44.8% |
| YTD | -48.4% | +12.3% | -60.7% | -49.2% |
| 1Y | -72.9% | +12.4% | -85.3% | -73.3% |
| 3Y | -100.0% | +78.8% | -178.8% | -100.0% |
| 5Y | -100.0% | +75.2% | -175.2% | -100.0% |
| All | -100.0% | +98.7% | -198.7% | -100.0% |
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