+449.4%
MAMA vs SPY
+90.5%
+358.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.3% |
| 7D | +1.9% | +3.3% | -1.4% | +0.1% |
| 30D | +0.2% | -2.7% | +2.9% | +1.8% |
| 3M | -25.5% | -1.7% | -23.7% | -24.8% |
| 6M | -1.9% | +3.1% | -4.9% | -3.7% |
| YTD | -1.9% | +11.9% | -13.7% | -8.1% |
| 1Y | +28.3% | +12.0% | +16.3% | +20.0% |
| 3Y | +273.0% | +78.2% | +194.8% | +179.9% |
| 5Y | +440.4% | +73.2% | +367.2% | +327.6% |
| All | +449.4% | +90.5% | +358.8% | +293.5% |
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