+160.6%
MAAS vs SPY
+9.9%
+150.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.9% |
| 7D | -16.8% | -2.7% | -14.1% | -15.2% |
| 30D | -17.8% | -5.4% | -12.4% | -14.6% |
| 3M | -46.1% | -4.1% | -42.0% | -44.7% |
| 6M | +9.7% | +0.7% | +9.0% | +7.0% |
| YTD | +88.7% | +8.7% | +80.0% | +66.2% |
| 1Y | +160.6% | +10.9% | +149.7% | +129.0% |
| All | +160.6% | +9.9% | +150.7% | +129.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling