-76.5%
MAIA vs SPY
+97.3%
-173.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.4% |
| 7D | -2.8% | -0.6% | -2.2% | -2.1% |
| 30D | -13.9% | -3.7% | -10.3% | -11.4% |
| 3M | -25.5% | -2.7% | -22.8% | -23.8% |
| 6M | -20.5% | +2.2% | -22.6% | -20.9% |
| YTD | -31.4% | +10.8% | -42.2% | -35.1% |
| 1Y | -8.7% | +11.2% | -19.9% | -13.6% |
| 3Y | -47.2% | +76.5% | -123.7% | -58.1% |
| All | -76.5% | +97.3% | -173.8% | -80.5% |
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 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