+1,779.7%
MAIN vs SPY
+590.9%
+1,188.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.3% | -1.8% |
| 7D | -1.2% | -0.9% | -0.3% | -0.7% |
| 30D | +6.1% | -2.4% | +8.5% | +7.6% |
| 3M | -2.1% | -1.2% | -1.0% | -1.5% |
| 6M | +12.8% | +3.3% | +9.5% | +10.2% |
| YTD | +0.5% | +12.3% | -11.8% | -6.9% |
| 1Y | +3.4% | +12.4% | -9.1% | -4.3% |
| 3Y | +77.9% | +78.8% | -0.9% | +22.0% |
| 5Y | +83.3% | +75.2% | +8.1% | +26.6% |
| 10Y | +229.2% | +311.1% | -81.9% | +45.2% |
| All | +1,779.7% | +590.9% | +1,188.8% | +549.2% |
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