-77.6%
MAIA vs SPY
+98.5%
-176.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | -5.7% | +2.6% | -8.3% | -7.4% |
| 30D | -10.7% | -2.0% | -8.7% | -9.2% |
| 3M | -25.4% | -2.8% | -22.6% | -23.7% |
| 6M | -22.5% | +2.1% | -24.6% | -22.9% |
| YTD | -34.6% | +11.5% | -46.1% | -38.5% |
| 1Y | -1.0% | +13.5% | -14.5% | -7.4% |
| 3Y | -42.5% | +77.7% | -120.2% | -54.5% |
| All | -77.6% | +98.5% | -176.1% | -81.5% |
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