+6.3%
MOO vs SPY
+82.0%
-75.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | +3.3% | +0.1% | +3.2% | +3.2% |
| 30D | +8.1% | +0.1% | +8.1% | +8.0% |
| 3M | +9.5% | +2.0% | +7.5% | +7.8% |
| 6M | +6.2% | +13.0% | -6.8% | -2.6% |
| YTD | +20.7% | +13.5% | +7.1% | +10.2% |
| 1Y | +21.7% | +20.0% | +1.7% | +6.9% |
| 3Y | +13.8% | +77.2% | -63.4% | -26.2% |
| All | +6.3% | +82.0% | -75.7% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling