-91.5%
MMA vs SPY
+47.6%
-139.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.8% |
| 7D | +19.0% | -0.6% | +19.6% | +20.0% |
| 30D | +4.4% | -3.7% | +8.1% | +7.3% |
| 3M | -11.9% | -2.7% | -9.1% | -10.1% |
| 6M | -34.5% | +2.2% | -36.7% | -36.0% |
| YTD | -68.1% | +10.8% | -79.0% | -70.9% |
| 1Y | -76.5% | +11.2% | -87.7% | -78.6% |
| All | -91.5% | +47.6% | -139.0% | -93.5% |
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 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