+19.4%
MA vs SPY
+12.3%
+7.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.3% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +11.3% | -3.3% | +14.6% | +12.4% |
| 3M | +16.7% | -2.4% | +19.1% | +17.5% |
| 6M | +32.8% | +2.6% | +30.2% | +30.9% |
| YTD | +15.6% | +11.2% | +4.4% | +8.5% |
| All | +19.4% | +12.3% | +7.0% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling