-96.6%
MAAS vs SPY
+75.1%
-171.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -14.4% |
| 3M | -46.1% | -4.1% | -42.0% | -44.7% |
| 6M | +9.7% | +0.7% | +9.0% | +8.2% |
| YTD | +88.7% | +8.7% | +80.0% | +75.2% |
| 1Y | +160.6% | +10.9% | +149.7% | +137.7% |
| 3Y | -96.6% | +75.0% | -171.6% | -96.9% |
| All | -96.6% | +75.1% | -171.7% | -96.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling