+182.6%
MOO vs SPY
+619.4%
-436.8%
-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% | -0.1% |
| 7D | +2.5% | -0.6% | +3.0% | +2.9% |
| 30D | +4.1% | -3.7% | +7.8% | +7.7% |
| 3M | +2.7% | -2.7% | +5.5% | +5.1% |
| 6M | +2.6% | +2.2% | +0.4% | -0.4% |
| YTD | +15.1% | +10.8% | +4.2% | +2.7% |
| 1Y | +20.5% | +11.2% | +9.2% | +7.1% |
| 3Y | +25.7% | +76.5% | -50.8% | -31.4% |
| 5Y | -1.4% | +72.9% | -74.4% | -46.0% |
| 10Y | +102.6% | +304.8% | -202.2% | -56.6% |
| All | +182.6% | +619.4% | -436.8% | -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