+271.2%
MAMA vs SPY
+75.1%
+196.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.8% | +2.9% |
| 7D | +5.7% | -2.7% | +8.4% | +7.7% |
| 30D | +4.2% | -5.4% | +9.6% | +8.3% |
| 3M | -26.8% | -4.1% | -22.7% | -24.7% |
| 6M | -4.6% | +0.7% | -5.3% | -5.4% |
| YTD | -0.7% | +8.7% | -9.3% | -6.8% |
| 1Y | +25.5% | +10.9% | +14.6% | +15.7% |
| 3Y | +271.2% | +75.0% | +196.2% | +165.8% |
| All | +271.2% | +75.1% | +196.1% | +165.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling