-100.0%
MLGO vs SPY
+78.7%
-178.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.4% |
| 7D | +3.9% | +0.5% | +3.4% | +3.9% |
| 30D | -5.0% | -0.9% | -4.1% | -5.0% |
| 3M | -20.8% | +3.9% | -24.7% | -20.9% |
| 6M | +6.5% | +14.5% | -8.1% | +7.4% |
| YTD | -10.4% | +12.9% | -23.3% | -10.2% |
| 1Y | -54.1% | +19.4% | -73.4% | -52.4% |
| 3Y | -100.0% | +78.5% | -178.4% | -100.0% |
| All | -100.0% | +78.7% | -178.7% | -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 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