+30.8%
MNA vs SPY
+318.9%
-288.0%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +0.1% | -2.0% | +2.1% | +0.5% |
| 30D | +0.2% | -1.7% | +1.9% | +0.5% |
| 3M | +0.9% | +4.7% | -3.8% | +0.1% |
| 6M | +1.7% | +12.5% | -10.8% | -0.5% |
| YTD | +2.6% | +11.7% | -9.1% | +0.5% |
| 1Y | +3.1% | +17.5% | -14.3% | +0.1% |
| 3Y | +18.4% | +76.6% | -58.1% | +5.9% |
| 5Y | +12.6% | +82.0% | -69.4% | -0.5% |
| All | +30.8% | +318.9% | -288.0% | -2.7% |
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