-97.6%
MAAS vs SPY
+198.0%
-295.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.4% |
| 7D | -2.1% | +2.6% | -4.7% | -3.0% |
| 30D | -16.3% | -2.0% | -14.3% | -15.6% |
| 3M | -36.8% | -2.8% | -34.0% | -36.1% |
| 6M | +0.8% | +2.1% | -1.3% | -0.2% |
| YTD | +84.8% | +11.5% | +73.3% | +76.8% |
| 1Y | +150.1% | +13.5% | +136.7% | +137.7% |
| 3Y | -96.3% | +77.7% | -174.0% | -96.9% |
| 5Y | -97.3% | +72.6% | -169.9% | -97.7% |
| All | -97.6% | +198.0% | -295.6% | -98.2% |
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