-70.2%
MAIA vs SPY
+100.1%
-170.3%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | -2.9% | -0.4% | -2.6% | -2.7% |
| 30D | -5.7% | -1.4% | -4.3% | -4.8% |
| 3M | +2.3% | +3.7% | -1.4% | +0.1% |
| 6M | -10.7% | +13.0% | -23.7% | -16.8% |
| YTD | -13.1% | +12.4% | -25.5% | -18.9% |
| 1Y | -16.4% | +18.5% | -34.9% | -23.6% |
| 3Y | -23.6% | +77.6% | -101.2% | -40.0% |
| All | -70.2% | +100.1% | -170.3% | -75.6% |
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