+177.1%
MOO vs SPY
+605.3%
-428.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.9% |
| 7D | +0.2% | -2.7% | +2.9% | +2.7% |
| 30D | +1.1% | -5.4% | +6.5% | +6.4% |
| 3M | +0.8% | -4.1% | +4.9% | +4.5% |
| 6M | -2.5% | +0.7% | -3.2% | -4.0% |
| YTD | +12.8% | +8.7% | +4.1% | +2.7% |
| 1Y | +20.3% | +10.9% | +9.4% | +7.3% |
| 3Y | +20.9% | +75.0% | -54.1% | -33.5% |
| 5Y | -4.2% | +67.8% | -72.0% | -45.9% |
| 10Y | +103.2% | +312.9% | -209.7% | -57.6% |
| All | +177.1% | +605.3% | -428.3% | -66.8% |
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