-95.7%
MREO vs SPY
+190.5%
-286.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +0.9% | +13.4% | +13.3% |
| 7D | +12.0% | -0.8% | +12.8% | +13.1% |
| 30D | -7.6% | -1.1% | -6.5% | -6.4% |
| 3M | -10.3% | +3.9% | -14.1% | -14.1% |
| 6M | -29.8% | +13.6% | -43.4% | -39.4% |
| YTD | -32.9% | +12.7% | -45.5% | -41.4% |
| 1Y | -84.6% | +17.5% | -102.1% | -86.8% |
| 3Y | -79.7% | +76.9% | -156.6% | -88.8% |
| 5Y | -89.4% | +83.6% | -173.0% | -94.3% |
| All | -95.7% | +190.5% | -286.2% | -98.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling