+1,615.6%
MOV vs SPY
+2,894.4%
-1,278.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -12.9% | +0.1% | -13.0% | -13.0% |
| 3M | -8.4% | +2.0% | -10.4% | -10.4% |
| 6M | +39.9% | +13.0% | +26.8% | +23.7% |
| YTD | +68.9% | +13.5% | +55.4% | +49.0% |
| 1Y | +86.9% | +20.0% | +66.9% | +56.1% |
| 3Y | +49.4% | +77.2% | -27.8% | -15.8% |
| 5Y | +36.9% | +81.9% | -45.0% | -23.7% |
| 10Y | +125.9% | +314.1% | -188.1% | -43.0% |
| All | +1,615.6% | +2,894.4% | -1,278.8% | +77.3% |
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