+196.3%
MOO vs SPY
+637.0%
-440.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 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% | +6.9% |
| 6M | +6.2% | +13.0% | -6.8% | -6.5% |
| YTD | +20.7% | +13.5% | +7.1% | +5.6% |
| 1Y | +21.7% | +20.0% | +1.7% | +0.7% |
| 3Y | +13.8% | +77.2% | -63.4% | -38.0% |
| 5Y | +5.4% | +81.9% | -76.5% | -45.0% |
| 10Y | +108.6% | +314.1% | -205.4% | -56.2% |
| All | +196.3% | +637.0% | -440.6% | -65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling