-95.4%
MAAS vs SPY
+77.4%
-172.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -11.5% | +0.1% | -11.6% | -11.6% |
| 3M | +50.1% | +2.0% | +48.1% | +47.8% |
| 6M | +172.0% | +13.0% | +159.0% | +148.0% |
| YTD | +202.8% | +13.5% | +189.2% | +174.4% |
| 1Y | +345.5% | +20.0% | +325.5% | +288.1% |
| All | -95.4% | +77.4% | -172.7% | -95.7% |
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