+423.4%
MAMA vs SPY
+67.4%
+356.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.8% | +3.0% |
| 7D | +5.7% | -2.7% | +8.4% | +7.3% |
| 30D | +4.2% | -5.4% | +9.6% | +7.4% |
| 3M | -26.8% | -4.1% | -22.7% | -25.1% |
| 6M | -4.6% | +0.7% | -5.3% | -5.1% |
| YTD | -0.7% | +8.7% | -9.3% | -5.3% |
| 1Y | +25.5% | +10.9% | +14.6% | +18.1% |
| 3Y | +271.2% | +75.0% | +196.2% | +184.0% |
| All | +423.4% | +67.4% | +356.1% | +322.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling