+26.1%
BMA vs SPY
+307.0%
-280.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.3% | +3.4% |
| 7D | -1.6% | +2.6% | -4.2% | -4.7% |
| 30D | -10.9% | -2.0% | -8.9% | -8.9% |
| 3M | -29.3% | -2.8% | -26.5% | -27.1% |
| 6M | -18.9% | +2.1% | -21.1% | -21.0% |
| YTD | -34.5% | +11.5% | -46.0% | -42.1% |
| 1Y | -28.9% | +13.5% | -42.4% | -38.4% |
| 3Y | +243.7% | +77.7% | +166.0% | +80.1% |
| 5Y | +361.6% | +72.6% | +289.0% | +147.8% |
| All | +26.1% | +307.0% | -280.9% | -73.5% |
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