+1,524.1%
MOV vs SPY
+2,840.2%
-1,316.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.2% |
| 7D | +2.4% | +2.6% | -0.2% | -0.1% |
| 30D | -1.4% | -2.0% | +0.6% | +0.6% |
| 3M | -10.2% | -2.8% | -7.5% | -7.8% |
| 6M | +20.1% | +2.1% | +18.0% | +17.5% |
| YTD | +59.9% | +11.5% | +48.5% | +43.6% |
| 1Y | +80.0% | +13.5% | +66.5% | +58.7% |
| 3Y | +40.9% | +77.7% | -36.8% | -20.9% |
| 5Y | +20.1% | +72.6% | -52.5% | -29.6% |
| 10Y | +87.5% | +308.2% | -220.7% | -52.1% |
| All | +1,524.1% | +2,840.2% | -1,316.1% | +70.9% |
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