-100.0%
MLGO vs VOO
+100.0%
-200.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.8% |
| 7D | -9.2% | -0.8% | -8.4% | -9.0% |
| 30D | -10.5% | -1.1% | -9.5% | -10.3% |
| 3M | -29.9% | +3.9% | -33.8% | -30.5% |
| 6M | -13.5% | +13.6% | -27.1% | -15.3% |
| YTD | -17.4% | +12.7% | -30.1% | -19.1% |
| 1Y | -58.4% | +17.6% | -76.0% | -59.2% |
| 3Y | -100.0% | +77.3% | -177.3% | -100.0% |
| 5Y | -100.0% | +84.1% | -184.1% | -100.0% |
| All | -100.0% | +100.0% | -200.0% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling