-100.0%
MLGO vs VOO
+79.7%
-179.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.4% |
| 7D | -13.3% | -0.9% | -12.4% | -13.1% |
| 30D | -20.8% | -2.3% | -18.5% | -20.6% |
| 3M | -45.1% | -1.2% | -43.9% | -44.9% |
| 6M | -44.7% | +3.3% | -48.0% | -44.4% |
| YTD | -48.4% | +12.3% | -60.7% | -47.7% |
| 1Y | -72.9% | +12.5% | -85.4% | -72.6% |
| All | -100.0% | +79.7% | -179.7% | -99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling