+513.2%
MA vs SPYM
+316.7%
+196.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.1% |
| 7D | -3.5% | -0.4% | -3.2% | -3.1% |
| 30D | +0.8% | -1.4% | +2.1% | +2.3% |
| 3M | +14.8% | +3.7% | +11.1% | +9.8% |
| 6M | +10.0% | +13.0% | -3.1% | -5.0% |
| YTD | -0.1% | +12.5% | -12.6% | -13.3% |
| 1Y | -2.2% | +18.6% | -20.8% | -20.3% |
| 3Y | +39.3% | +78.0% | -38.8% | -30.8% |
| 5Y | +66.3% | +82.3% | -16.0% | -19.6% |
| 10Y | +513.2% | +322.9% | +190.4% | +13.7% |
| All | +513.2% | +316.7% | +196.5% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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