-75.1%
MLGO vs SPY
+11.9%
-87.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -3.8% |
| 7D | -14.5% | -0.6% | -13.9% | -12.6% |
| 30D | -27.1% | -3.7% | -23.4% | -17.9% |
| 3M | -46.6% | -2.7% | -43.8% | -41.6% |
| 6M | -47.5% | +2.2% | -49.7% | -50.6% |
| YTD | -50.7% | +10.8% | -61.5% | -63.5% |
| 1Y | -75.1% | +11.2% | -86.3% | -81.6% |
| All | -75.1% | +11.9% | -87.0% | -81.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling