+57.3%
MANU vs SPY
+594.1%
-536.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.2% |
| 7D | -3.9% | -0.4% | -3.5% | -3.6% |
| 30D | -5.9% | -1.4% | -4.5% | -5.0% |
| 3M | -9.7% | +3.7% | -13.4% | -12.0% |
| 6M | +17.8% | +13.0% | +4.8% | +8.4% |
| YTD | +28.3% | +12.4% | +15.9% | +18.4% |
| 1Y | +27.8% | +18.5% | +9.3% | +13.8% |
| 3Y | +2.0% | +77.6% | -75.6% | -31.5% |
| 5Y | +19.7% | +81.7% | -62.0% | -21.5% |
| 10Y | +26.3% | +319.7% | -293.4% | -52.1% |
| All | +57.3% | +594.1% | -536.7% | -52.2% |
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