+70.7%
MA vs SPY
+78.1%
-7.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +1.3% | +2.6% | -1.3% | -0.3% |
| 30D | +9.6% | -2.0% | +11.6% | +10.8% |
| 3M | +16.8% | -2.8% | +19.6% | +18.7% |
| 6M | +35.2% | +2.1% | +33.1% | +32.7% |
| YTD | +16.6% | +11.5% | +5.1% | +7.3% |
| 1Y | +19.8% | +13.5% | +6.3% | +8.9% |
| 3Y | +70.7% | +77.7% | -7.0% | +12.0% |
| All | +70.7% | +78.1% | -7.4% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling