+15,614.6%
MA vs SPY
+742.4%
+14,872.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.8% |
| 7D | +2.3% | -2.7% | +5.0% | +5.3% |
| 30D | +14.7% | -5.4% | +20.1% | +21.6% |
| 3M | +13.5% | -4.1% | +17.6% | +18.4% |
| 6M | +33.1% | +0.7% | +32.4% | +30.8% |
| YTD | +15.1% | +8.7% | +6.4% | +3.5% |
| 1Y | +18.7% | +10.9% | +7.9% | +4.3% |
| 3Y | +72.1% | +75.0% | -2.9% | -11.5% |
| 5Y | +92.8% | +67.8% | +25.0% | +4.1% |
| 10Y | +571.6% | +312.9% | +258.8% | +36.8% |
| All | +15,614.6% | +742.4% | +14,872.2% | +1,688.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling