+85.3%
MOVE vs SPY
+20.8%
+64.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +4.1% |
| 7D | +28.3% | +0.1% | +28.2% | +27.5% |
| 30D | +21.2% | +0.1% | +21.2% | +21.4% |
| 3M | -29.5% | +2.0% | -31.5% | -31.9% |
| 6M | +45.1% | +13.0% | +32.0% | +10.0% |
| YTD | +140.9% | +13.5% | +127.3% | +73.3% |
| 1Y | +85.3% | +20.0% | +65.4% | +12.0% |
| All | +85.3% | +20.8% | +64.5% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling