-77.4%
MAIA vs SPY
+99.2%
-176.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.7% |
| 7D | -2.9% | +3.3% | -6.2% | -5.1% |
| 30D | -12.9% | -2.7% | -10.2% | -11.0% |
| 3M | -26.8% | -1.7% | -25.1% | -25.7% |
| 6M | -22.9% | +3.1% | -26.0% | -23.8% |
| YTD | -34.0% | +11.9% | -45.9% | -38.0% |
| 1Y | -5.6% | +12.0% | -17.6% | -11.2% |
| 3Y | -49.2% | +78.2% | -127.4% | -59.9% |
| All | -77.4% | +99.2% | -176.6% | -81.3% |
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