+503.0%
MA vs SPY
+322.5%
+180.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.3% |
| 7D | -1.7% | -0.8% | -1.0% | -0.9% |
| 30D | +1.7% | -1.1% | +2.8% | +2.8% |
| 3M | +17.2% | +3.9% | +13.3% | +12.0% |
| 6M | +13.3% | +13.6% | -0.3% | -2.7% |
| YTD | +0.2% | +12.7% | -12.5% | -13.3% |
| 1Y | -2.7% | +17.5% | -20.2% | -20.0% |
| 3Y | +39.1% | +76.9% | -37.8% | -30.9% |
| 5Y | +68.8% | +83.6% | -14.8% | -19.8% |
| All | +503.0% | +322.5% | +180.6% | +7.3% |
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