+542.7%
MOAT vs SPY
+608.0%
-65.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.1% |
| 7D | -2.6% | +0.5% | -3.1% | -3.1% |
| 30D | -2.1% | -0.9% | -1.2% | -1.2% |
| 3M | +8.0% | +3.9% | +4.1% | +4.0% |
| 6M | +6.9% | +14.5% | -7.6% | -6.4% |
| YTD | +6.1% | +12.9% | -6.8% | -5.9% |
| 1Y | +12.8% | +19.4% | -6.6% | -5.3% |
| 3Y | +43.8% | +78.5% | -34.6% | -19.2% |
| 5Y | +53.1% | +81.8% | -28.7% | -15.4% |
| 10Y | +260.8% | +311.5% | -50.7% | -10.5% |
| All | +542.7% | +608.0% | -65.3% | -7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling