+569.6%
MA vs SPYG
+400.9%
+168.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -1.2% |
| 7D | -1.8% | -1.5% | -0.3% | -0.7% |
| 30D | +11.0% | -7.2% | +18.2% | +17.9% |
| 3M | +17.9% | -4.6% | +22.5% | +21.9% |
| 6M | +33.2% | -1.2% | +34.4% | +31.9% |
| YTD | +16.5% | +9.3% | +7.2% | +4.3% |
| 1Y | +19.1% | +8.8% | +10.2% | +6.8% |
| 3Y | +70.6% | +93.3% | -22.7% | -18.0% |
| 5Y | +92.1% | +71.7% | +20.4% | +4.2% |
| 10Y | +569.6% | +399.8% | +169.8% | -11.1% |
| All | +569.6% | +400.9% | +168.7% | -11.1% |
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