+543.2%
MAMA vs SPY
+92.3%
+450.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.8% | +2.6% |
| 7D | -0.6% | +0.5% | -1.2% | -0.9% |
| 30D | -13.5% | -0.9% | -12.5% | -13.0% |
| 3M | +2.0% | +3.9% | -1.9% | -0.3% |
| 6M | -6.7% | +14.5% | -21.3% | -13.7% |
| YTD | +14.9% | +12.9% | +2.0% | +7.1% |
| 1Y | +55.9% | +19.4% | +36.6% | +40.7% |
| 3Y | +279.9% | +78.5% | +201.4% | +184.8% |
| 5Y | +472.0% | +81.8% | +390.2% | +339.6% |
| All | +543.2% | +92.3% | +450.9% | +358.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling