+89.9%
MAA vs SPY
+322.5%
-232.6%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.4% |
| 7D | -2.8% | -0.8% | -2.0% | -2.2% |
| 30D | -5.7% | -1.1% | -4.6% | -5.0% |
| 3M | -8.6% | +3.9% | -12.5% | -11.4% |
| 6M | -0.1% | +13.6% | -13.7% | -9.7% |
| YTD | -7.0% | +12.7% | -19.6% | -15.4% |
| 1Y | -9.3% | +17.5% | -26.8% | -20.3% |
| 3Y | +3.9% | +76.9% | -73.0% | -35.0% |
| 5Y | -20.5% | +83.6% | -104.1% | -52.2% |
| All | +89.9% | +322.5% | -232.6% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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