+13,824.1%
MA vs SPYG
+1,159.3%
+12,664.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -2.7% | +0.4% | -3.1% | -3.1% |
| 30D | +1.5% | -0.4% | +2.0% | +1.8% |
| 3M | +20.4% | +0.5% | +19.9% | +18.2% |
| 6M | +11.1% | +17.5% | -6.3% | -8.0% |
| YTD | +2.0% | +14.3% | -12.4% | -13.5% |
| 1Y | -2.2% | +21.7% | -23.9% | -22.9% |
| 3Y | +41.9% | +98.6% | -56.7% | -37.4% |
| 5Y | +75.4% | +85.1% | -9.8% | -18.2% |
| 10Y | +527.5% | +412.0% | +115.5% | -9.6% |
| All | +13,824.1% | +1,159.3% | +12,664.9% | +761.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling