+3,510.2%
MAA vs SPY
+2,755.8%
+754.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -4.6% | +0.1% | -4.7% | -4.7% |
| 3M | -5.2% | +2.0% | -7.2% | -7.0% |
| 6M | -1.8% | +13.0% | -14.8% | -11.2% |
| YTD | -4.3% | +13.5% | -17.9% | -13.9% |
| 1Y | -6.7% | +20.0% | -26.6% | -19.7% |
| 3Y | +1.2% | +77.2% | -76.0% | -36.7% |
| 5Y | -21.1% | +81.9% | -102.9% | -52.0% |
| 10Y | +91.7% | +314.1% | -222.4% | -39.3% |
| All | +3,510.2% | +2,755.8% | +754.4% | +379.9% |
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