+63.0%
MAN vs SPY
+3.7%
+59.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.8% |
| 7D | -1.7% | -0.9% | -0.8% | -2.2% |
| 30D | -10.1% | -2.4% | -7.7% | -11.4% |
| 3M | -18.0% | -1.2% | -16.9% | -18.4% |
| 6M | +63.0% | +3.3% | +59.7% | +68.3% |
| All | +63.0% | +3.7% | +59.3% | +68.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling