-100.0%
MLGO vs SPY
+78.0%
-178.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.4% |
| 7D | -7.3% | +0.1% | -7.4% | -7.0% |
| 30D | -23.4% | -3.3% | -20.1% | -22.9% |
| 3M | -45.1% | -2.4% | -42.7% | -44.7% |
| 6M | -44.8% | +2.6% | -47.4% | -44.5% |
| YTD | -48.2% | +11.2% | -59.4% | -47.7% |
| 1Y | -72.8% | +13.4% | -86.2% | -72.3% |
| 3Y | -100.0% | +79.9% | -179.9% | -99.8% |
| All | -100.0% | +78.0% | -178.0% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling