+15,762.5%
MA vs SPYM
+783.6%
+14,978.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.8% |
| 7D | +1.8% | -0.6% | +2.4% | +2.3% |
| 30D | +11.8% | -3.7% | +15.5% | +16.0% |
| 3M | +17.2% | -2.7% | +19.9% | +20.2% |
| 6M | +33.4% | +2.2% | +31.2% | +29.1% |
| YTD | +16.1% | +10.9% | +5.2% | +2.7% |
| 1Y | +19.9% | +11.3% | +8.6% | +5.5% |
| 3Y | +70.1% | +76.8% | -6.8% | -10.7% |
| 5Y | +89.6% | +73.5% | +16.1% | +2.0% |
| 10Y | +568.4% | +307.9% | +260.5% | +51.0% |
| All | +15,762.5% | +783.6% | +14,978.9% | +1,741.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling