-41.3%
MAN vs SPY
+79.8%
-121.0%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.1% |
| 7D | -7.3% | -2.0% | -5.3% | -5.6% |
| 30D | +1.4% | -1.7% | +3.0% | +2.9% |
| 3M | +72.4% | +4.7% | +67.7% | +64.1% |
| 6M | +110.3% | +12.5% | +97.8% | +86.2% |
| YTD | +96.3% | +11.7% | +84.5% | +74.8% |
| 1Y | +57.9% | +17.5% | +40.4% | +33.5% |
| 3Y | -12.0% | +76.6% | -88.6% | -51.1% |
| 5Y | -41.3% | +82.0% | -123.3% | -68.1% |
| All | -41.3% | +79.8% | -121.0% | -68.1% |
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