+1,743.0%
MAIN vs SPY
+594.8%
+1,148.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.4% |
| 7D | -2.3% | +0.5% | -2.8% | -2.6% |
| 30D | -3.9% | -0.9% | -2.9% | -3.3% |
| 3M | +12.0% | +3.9% | +8.2% | +9.3% |
| 6M | +2.3% | +14.5% | -12.2% | -6.3% |
| YTD | -1.5% | +12.9% | -14.4% | -8.9% |
| 1Y | -7.8% | +19.4% | -27.2% | -17.8% |
| 3Y | +77.8% | +78.5% | -0.7% | +22.2% |
| 5Y | +101.4% | +81.8% | +19.6% | +36.1% |
| 10Y | +247.3% | +311.5% | -64.2% | +53.2% |
| All | +1,743.0% | +594.8% | +1,148.2% | +535.3% |
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 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