+103.4%
MOO vs SPY
+307.0%
-203.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.8% |
| 7D | +1.8% | +2.6% | -0.8% | -0.3% |
| 30D | +1.7% | -2.0% | +3.7% | +3.2% |
| 3M | +3.2% | -2.8% | +6.0% | +5.3% |
| 6M | +1.5% | +2.1% | -0.6% | -0.8% |
| YTD | +14.8% | +11.5% | +3.3% | +4.2% |
| 1Y | +18.3% | +13.5% | +4.8% | +5.8% |
| 3Y | +25.3% | +77.7% | -52.4% | -24.8% |
| 5Y | -2.4% | +72.6% | -75.0% | -40.4% |
| All | +103.4% | +307.0% | -203.6% | -42.6% |
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