-40.4%
MOMO price history and return analytics
+65.7%
-106.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.9% |
| 7D | -7.8% | -1.1% | -6.7% | -6.5% |
| 30D | -15.7% | -1.0% | -14.7% | -14.7% |
| 3M | -10.2% | +3.2% | -13.3% | -14.2% |
| 6M | -14.9% | +12.5% | -27.3% | -27.9% |
| YTD | -20.8% | +14.1% | -34.9% | -34.4% |
| 1Y | -31.1% | +18.9% | -50.0% | -46.3% |
| 3Y | -20.0% | +74.1% | -94.1% | -67.2% |
| All | -40.4% | +65.7% | -106.1% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling