-90.7%
MOVE vs SPY
+77.0%
-167.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.7% | -5.2% |
| 7D | -24.5% | -0.8% | -23.7% | -23.5% |
| 30D | +2.6% | -1.1% | +3.6% | +4.6% |
| 3M | -38.6% | +3.9% | -42.4% | -41.5% |
| 6M | +7.9% | +13.6% | -5.7% | -9.8% |
| YTD | +81.9% | +12.7% | +69.2% | +55.0% |
| 1Y | +95.5% | +17.5% | +78.0% | +61.0% |
| 3Y | -90.7% | +76.9% | -167.6% | -95.1% |
| All | -90.7% | +77.0% | -167.7% | -95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling