+13,824.1%
MA vs SPYM
+805.0%
+13,019.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | +1.5% | +0.1% | +1.5% | +1.4% |
| 3M | +20.4% | +2.0% | +18.4% | +17.3% |
| 6M | +11.1% | +13.1% | -1.9% | -3.3% |
| YTD | +2.0% | +13.6% | -11.7% | -11.8% |
| 1Y | -2.2% | +20.1% | -22.2% | -20.4% |
| 3Y | +41.9% | +77.6% | -35.7% | -25.5% |
| 5Y | +75.4% | +82.5% | -7.2% | -10.4% |
| 10Y | +527.5% | +317.6% | +210.0% | +38.7% |
| All | +13,824.1% | +805.0% | +13,019.1% | +1,481.1% |
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