+450.0%
MAN vs SPY
+3,056.6%
-2,606.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -1.2% |
| 7D | -1.7% | -0.9% | -0.8% | -1.1% |
| 30D | -10.1% | -2.4% | -7.7% | -8.3% |
| 3M | -18.0% | -1.2% | -16.9% | -17.5% |
| 6M | +63.0% | +3.3% | +59.7% | +55.3% |
| YTD | +58.7% | +12.3% | +46.4% | +38.0% |
| 1Y | +64.3% | +12.4% | +51.9% | +42.6% |
| 3Y | -28.8% | +78.8% | -107.7% | -62.2% |
| 5Y | -45.2% | +75.2% | -120.4% | -70.2% |
| 10Y | -24.9% | +311.1% | -336.0% | -83.0% |
| All | +450.0% | +3,056.6% | -2,606.6% | -76.5% |
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