+639.3%
MAN vs SPY
+3,091.8%
-2,452.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.2% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +14.0% | +0.1% | +13.9% | +13.9% |
| 3M | +93.6% | +2.0% | +91.6% | +88.0% |
| 6M | +126.8% | +13.0% | +113.8% | +97.3% |
| YTD | +113.3% | +13.5% | +99.8% | +84.5% |
| 1Y | +57.5% | +20.0% | +37.5% | +28.4% |
| 3Y | -11.0% | +77.2% | -88.2% | -52.0% |
| 5Y | -38.3% | +81.9% | -120.2% | -67.5% |
| 10Y | +16.5% | +314.1% | -297.5% | -73.6% |
| All | +639.3% | +3,091.8% | -2,452.5% | -68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling