+55.9%
MAMA vs SPY
+19.4%
+36.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.8% | +2.5% |
| 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% | +6.8% |
| 1Y | +55.9% | +19.4% | +36.6% | +39.8% |
| All | +55.9% | +19.4% | +36.5% | +39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling