-97.5%
MAAS vs SPY
+190.5%
-288.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.8% |
| 7D | -16.8% | -2.7% | -14.1% | -15.9% |
| 30D | -17.8% | -5.4% | -12.4% | -16.0% |
| 3M | -46.1% | -4.1% | -42.0% | -45.3% |
| 6M | +9.7% | +0.7% | +9.0% | +9.2% |
| YTD | +88.7% | +8.7% | +80.0% | +82.4% |
| 1Y | +160.6% | +10.9% | +149.7% | +149.8% |
| 3Y | -96.6% | +75.0% | -171.6% | -97.1% |
| 5Y | -97.3% | +67.8% | -165.1% | -97.7% |
| All | -97.5% | +190.5% | -288.0% | -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 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