-92.6%
MMA vs SPY
+44.7%
-137.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +0.3% | +15.9% | +16.0% |
| 7D | -7.8% | -2.7% | -5.1% | -5.8% |
| 30D | -13.9% | -5.4% | -8.5% | -10.5% |
| 3M | -24.3% | -4.1% | -20.2% | -22.1% |
| 6M | -45.8% | +0.7% | -46.5% | -46.6% |
| YTD | -72.4% | +8.7% | -81.1% | -74.5% |
| 1Y | -78.2% | +10.9% | -89.1% | -80.1% |
| All | -92.6% | +44.7% | -137.3% | -94.3% |
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