+247.3%
MA vs SPOT
+218.6%
+28.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.9% |
| 7D | -1.8% | -2.9% | +1.1% | -1.2% |
| 30D | +1.4% | +8.3% | -6.9% | -0.4% |
| 3M | +17.7% | +5.1% | +12.7% | +16.2% |
| 6M | +9.7% | -6.5% | +16.1% | +10.2% |
| YTD | +0.5% | -9.0% | +9.5% | +0.9% |
| 1Y | -2.1% | -26.4% | +24.3% | +2.7% |
| 3Y | +40.1% | +240.0% | -199.9% | -0.5% |
| 5Y | +67.5% | +111.7% | -44.2% | +25.8% |
| All | +247.3% | +218.6% | +28.6% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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