+299.5%
MA vs SPOT
+267.1%
+32.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -0.3% | +2.5% | -2.9% | -0.9% |
| 30D | +11.3% | +15.1% | -3.8% | +7.9% |
| 3M | +16.7% | +24.8% | -8.1% | +11.0% |
| 6M | +32.8% | +45.8% | -13.0% | +21.7% |
| YTD | +15.6% | +4.9% | +10.7% | +12.4% |
| 1Y | +19.6% | -1.3% | +20.8% | +17.6% |
| 3Y | +72.1% | +257.7% | -185.6% | +21.3% |
| 5Y | +96.0% | +118.5% | -22.5% | +47.5% |
| All | +299.5% | +267.1% | +32.4% | +108.6% |
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