+19.1%
MPA vs SPY
+307.0%
-288.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -2.8% | +2.6% | -5.4% | -3.4% |
| 30D | +4.7% | -2.0% | +6.7% | +5.1% |
| 3M | -8.4% | -2.8% | -5.6% | -7.9% |
| 6M | -9.0% | +2.1% | -11.1% | -9.5% |
| YTD | -4.8% | +11.5% | -16.3% | -7.2% |
| 1Y | -6.5% | +13.5% | -20.0% | -9.2% |
| 3Y | +14.0% | +77.7% | -63.7% | -0.4% |
| 5Y | -17.8% | +72.6% | -90.4% | -28.2% |
| All | +19.1% | +307.0% | -288.0% | -19.7% |
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