+593.1%
MA vs SPYG
+393.2%
+199.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +2.1% |
| 7D | +1.3% | +2.3% | -1.0% | -0.8% |
| 30D | +9.6% | -6.5% | +16.1% | +15.5% |
| 3M | +16.8% | -6.8% | +23.6% | +23.2% |
| 6M | +35.2% | -3.1% | +38.3% | +36.3% |
| YTD | +16.6% | +8.0% | +8.6% | +5.4% |
| 1Y | +19.8% | +10.2% | +9.6% | +6.0% |
| 3Y | +70.7% | +91.0% | -20.3% | -17.0% |
| 5Y | +87.4% | +67.7% | +19.7% | +4.1% |
| All | +593.1% | +393.2% | +199.9% | -5.3% |
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