+67.5%
MA vs SPYM
+82.4%
-14.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -0.9% |
| 7D | -1.8% | +0.6% | -2.3% | -2.3% |
| 30D | +1.4% | -0.9% | +2.3% | +2.2% |
| 3M | +17.7% | +3.9% | +13.8% | +13.4% |
| 6M | +9.7% | +14.5% | -4.9% | -4.0% |
| YTD | +0.5% | +13.0% | -12.5% | -10.9% |
| 1Y | -2.1% | +19.4% | -21.5% | -17.9% |
| 3Y | +40.1% | +78.9% | -38.8% | -23.4% |
| 5Y | +67.5% | +82.3% | -14.8% | -9.8% |
| All | +67.5% | +82.4% | -14.9% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling