+1,770.8%
MAIN vs SPY
+586.0%
+1,184.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -1.1% | +2.6% | -3.7% | -2.7% |
| 30D | +5.9% | -2.0% | +7.9% | +7.1% |
| 3M | -2.9% | -2.8% | -0.1% | -1.3% |
| 6M | +15.1% | +2.1% | +13.0% | +13.3% |
| YTD | 0.0% | +11.5% | -11.5% | -7.0% |
| 1Y | +3.5% | +13.5% | -10.0% | -4.8% |
| 3Y | +76.2% | +77.7% | -1.5% | +21.3% |
| 5Y | +82.7% | +72.6% | +10.1% | +27.4% |
| 10Y | +227.7% | +308.2% | -80.5% | +45.2% |
| All | +1,770.8% | +586.0% | +1,184.8% | +549.1% |
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