+3,223.1%
MAA vs SPY
+2,714.3%
+508.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | -4.2% | +3.3% | -7.5% | -6.6% |
| 30D | +1.4% | -2.7% | +4.1% | +3.3% |
| 3M | -10.7% | -1.7% | -9.0% | -9.8% |
| 6M | -7.5% | +3.1% | -10.6% | -10.3% |
| YTD | -11.9% | +11.9% | -23.8% | -20.0% |
| 1Y | -7.0% | +12.0% | -19.0% | -15.7% |
| 3Y | +8.4% | +78.2% | -69.8% | -32.8% |
| 5Y | -30.9% | +73.2% | -104.1% | -56.4% |
| 10Y | +82.5% | +309.6% | -227.1% | -41.8% |
| All | +3,223.1% | +2,714.3% | +508.8% | +345.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling