+568.4%
MA vs SPY
+304.1%
+264.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.9% |
| 7D | +1.8% | -0.6% | +2.4% | +2.3% |
| 30D | +11.8% | -3.7% | +15.5% | +16.2% |
| 3M | +17.2% | -2.7% | +19.9% | +20.3% |
| 6M | +33.4% | +2.2% | +31.2% | +28.9% |
| YTD | +16.1% | +10.8% | +5.3% | +2.0% |
| 1Y | +19.9% | +11.2% | +8.7% | +4.8% |
| 3Y | +70.1% | +76.5% | -6.4% | -15.7% |
| 5Y | +89.6% | +72.9% | +16.7% | -3.5% |
| 10Y | +568.4% | +304.8% | +263.6% | +9.8% |
| All | +568.4% | +304.1% | +264.3% | +9.8% |
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