-52.0%
MOMO vs VOO
+357.4%
-409.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.7% |
| 6M | -14.9% | +13.6% | -28.5% | -25.2% |
| YTD | -20.8% | +12.7% | -33.5% | -29.9% |
| 1Y | -31.1% | +17.6% | -48.7% | -41.7% |
| 3Y | -20.0% | +77.3% | -97.3% | -57.1% |
| 5Y | -41.6% | +84.1% | -125.7% | -69.3% |
| 10Y | -62.3% | +323.5% | -385.8% | -91.6% |
| All | -52.0% | +357.4% | -409.4% | -89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling