-75.6%
MAIA vs SPY
+98.1%
-173.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.5% | +1.1% |
| 7D | -0.9% | +0.1% | -1.0% | -0.7% |
| 30D | -10.7% | -3.3% | -7.3% | -8.3% |
| 3M | -23.2% | -2.4% | -20.8% | -21.7% |
| 6M | -17.4% | +2.6% | -20.0% | -18.1% |
| YTD | -28.8% | +11.2% | -40.0% | -32.8% |
| 1Y | -2.7% | +13.4% | -16.1% | -8.9% |
| 3Y | -47.3% | +79.9% | -127.2% | -58.4% |
| All | -75.6% | +98.1% | -173.6% | -79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling