-56.6%
MARO vs SPY
+27.8%
-84.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.1% |
| 7D | -0.5% | -2.0% | +1.5% | +3.6% |
| 30D | +11.4% | -1.7% | +13.1% | +15.3% |
| 3M | -10.8% | +4.7% | -15.5% | -18.4% |
| 6M | +12.9% | +12.5% | +0.4% | -9.4% |
| YTD | +4.0% | +11.7% | -7.7% | -14.1% |
| 1Y | -41.4% | +17.5% | -58.8% | -55.1% |
| All | -56.6% | +27.8% | -84.3% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling