+499.0%
MA vs SPYG
+420.3%
+78.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | +0.4% |
| 7D | -3.5% | -1.8% | -1.7% | -1.9% |
| 30D | +0.7% | -1.9% | +2.6% | +2.3% |
| 3M | +15.8% | +5.2% | +10.6% | +9.7% |
| 6M | +10.2% | +15.6% | -5.3% | -5.2% |
| YTD | -0.5% | +12.4% | -12.9% | -12.4% |
| 1Y | -1.8% | +17.5% | -19.3% | -17.7% |
| 3Y | +38.7% | +98.1% | -59.3% | -34.2% |
| 5Y | +67.6% | +84.9% | -17.3% | -15.6% |
| All | +499.0% | +420.3% | +78.7% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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