+24.4%
MANU vs SPY
+322.5%
-298.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.4% |
| 7D | -4.1% | -0.8% | -3.3% | -3.5% |
| 30D | -12.3% | -1.1% | -11.3% | -11.7% |
| 3M | -14.8% | +3.9% | -18.7% | -17.2% |
| 6M | +19.6% | +13.6% | +6.0% | +9.3% |
| YTD | +25.9% | +12.7% | +13.3% | +15.6% |
| 1Y | +23.9% | +17.5% | +6.4% | +10.5% |
| 3Y | +1.1% | +76.9% | -75.8% | -33.4% |
| 5Y | +17.6% | +83.6% | -66.0% | -25.3% |
| All | +24.4% | +322.5% | -298.0% | -57.0% |
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