-89.4%
MMA vs SPY
+51.2%
-140.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.4% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | +5.5% | +0.1% | +5.4% | +5.2% |
| 3M | -14.6% | +2.0% | -16.6% | -16.3% |
| 6M | +5.2% | +13.0% | -7.8% | -5.7% |
| YTD | -60.4% | +13.5% | -73.9% | -64.5% |
| 1Y | -47.1% | +20.0% | -67.0% | -54.2% |
| All | -89.4% | +51.2% | -140.6% | -92.1% |
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