+3.1%
MAMB vs SPY
+106.6%
-103.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | -1.6% | +3.3% | -4.9% | -2.0% |
| 30D | +0.6% | -2.7% | +3.3% | +0.9% |
| 3M | -2.1% | -1.7% | -0.4% | -2.0% |
| 6M | -2.8% | +3.1% | -5.9% | -3.2% |
| YTD | -1.0% | +11.9% | -12.9% | -2.3% |
| 1Y | -0.9% | +12.0% | -12.9% | -2.3% |
| 3Y | +18.5% | +78.2% | -59.6% | +9.8% |
| 5Y | +0.3% | +73.2% | -72.9% | -7.3% |
| All | +3.1% | +106.6% | -103.4% | -7.6% |
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