+83.8%
MOV vs SPY
+308.5%
-224.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.5% |
| 7D | +2.4% | +3.3% | -0.9% | -1.0% |
| 30D | -1.1% | -2.7% | +1.6% | +1.8% |
| 3M | -11.8% | -1.7% | -10.0% | -10.2% |
| 6M | +23.4% | +3.1% | +20.3% | +19.3% |
| YTD | +60.8% | +11.9% | +48.9% | +42.6% |
| 1Y | +80.5% | +12.0% | +68.6% | +59.9% |
| 3Y | +41.0% | +78.2% | -37.1% | -24.5% |
| 5Y | +20.8% | +73.2% | -52.5% | -32.7% |
| All | +83.8% | +308.5% | -224.7% | -58.6% |
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