-2.2%
MA vs SPYG
+20.0%
-22.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -3.5% | +0.3% | -3.8% | -3.5% |
| 30D | +0.8% | -1.7% | +2.5% | +0.9% |
| 3M | +14.8% | +3.6% | +11.1% | +14.2% |
| 6M | +10.0% | +16.6% | -6.6% | +5.7% |
| YTD | -0.1% | +13.4% | -13.5% | -3.6% |
| 1Y | -2.2% | +19.6% | -21.8% | -6.7% |
| All | -2.2% | +20.0% | -22.2% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling