+39.3%
MOV vs SPY
+81.0%
-41.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.7% |
| 7D | -1.9% | -0.4% | -1.6% | -1.6% |
| 30D | -10.1% | -1.4% | -8.7% | -8.8% |
| 3M | -9.5% | +3.7% | -13.2% | -13.2% |
| 6M | +44.9% | +13.0% | +31.9% | +26.6% |
| YTD | +64.4% | +12.4% | +52.0% | +44.7% |
| 1Y | +78.5% | +18.5% | +60.0% | +48.4% |
| 3Y | +42.5% | +77.6% | -35.2% | -25.8% |
| 5Y | +39.3% | +81.7% | -42.4% | -26.1% |
| All | +39.3% | +81.0% | -41.7% | -26.1% |
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