+110.5%
MOO vs SPY
+311.3%
-200.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | +0.2% |
| 7D | +0.2% | +0.5% | -0.4% | -0.3% |
| 30D | +8.0% | -0.9% | +8.9% | +8.7% |
| 3M | +12.9% | +3.9% | +9.0% | +9.1% |
| 6M | +6.8% | +14.5% | -7.8% | -4.9% |
| YTD | +20.3% | +12.9% | +7.4% | +8.3% |
| 1Y | +20.0% | +19.4% | +0.7% | +3.1% |
| 3Y | +17.4% | +78.5% | -61.1% | -29.6% |
| 5Y | +6.4% | +81.8% | -75.3% | -37.8% |
| 10Y | +110.5% | +311.5% | -201.0% | -40.9% |
| All | +110.5% | +311.3% | -200.8% | -40.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling