+3,261.3%
MAA vs SPY
+2,704.1%
+557.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | -0.9% | +2.6% | -3.5% | -2.8% |
| 30D | +3.3% | -2.0% | +5.3% | +4.7% |
| 3M | -11.0% | -2.8% | -8.2% | -9.3% |
| 6M | -6.6% | +2.1% | -8.7% | -8.7% |
| YTD | -10.9% | +11.5% | -22.4% | -18.9% |
| 1Y | -5.2% | +13.5% | -18.7% | -14.9% |
| 3Y | +12.5% | +77.7% | -65.2% | -30.1% |
| 5Y | -30.1% | +72.6% | -102.7% | -55.8% |
| 10Y | +84.6% | +308.2% | -223.5% | -41.0% |
| All | +3,261.3% | +2,704.1% | +557.2% | +351.9% |
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