-65.4%
MOMO vs VOO
+325.3%
-390.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.6% |
| 7D | -7.8% | -0.8% | -7.1% | -7.1% |
| 30D | -15.7% | -1.1% | -14.6% | -14.9% |
| 3M | -10.2% | +3.9% | -14.1% | -13.6% |
| 6M | -14.9% | +13.6% | -28.5% | -25.1% |
| YTD | -20.8% | +12.7% | -33.5% | -29.8% |
| 1Y | -31.1% | +17.6% | -48.7% | -41.5% |
| 3Y | -20.0% | +77.3% | -97.3% | -56.8% |
| 5Y | -41.6% | +84.1% | -125.7% | -69.1% |
| All | -65.4% | +325.3% | -390.7% | -93.2% |
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