+297.6%
MA vs SPOT
+260.8%
+36.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | -0.5% | -2.6% | +2.1% | 0.0% |
| 30D | +7.9% | +13.5% | -5.6% | +4.9% |
| 3M | +16.8% | +22.2% | -5.5% | +11.6% |
| 6M | +31.0% | +38.3% | -7.3% | +21.4% |
| YTD | +15.0% | +3.1% | +12.0% | +12.3% |
| 1Y | +17.0% | -7.6% | +24.6% | +16.8% |
| 3Y | +68.5% | +250.0% | -181.6% | +19.3% |
| 5Y | +85.0% | +113.3% | -28.4% | +40.0% |
| All | +297.6% | +260.8% | +36.8% | +108.3% |
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