+5.7%
MPA vs SPY
+322.5%
-316.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.3% |
| 7D | -3.2% | -0.8% | -2.4% | -3.0% |
| 30D | -6.3% | -1.1% | -5.3% | -6.1% |
| 3M | -7.0% | +3.9% | -10.9% | -7.8% |
| 6M | -5.8% | +13.6% | -19.4% | -8.4% |
| YTD | -2.9% | +12.7% | -15.6% | -5.5% |
| 1Y | -3.1% | +17.5% | -20.6% | -6.6% |
| 3Y | +13.1% | +76.9% | -63.8% | -1.1% |
| 5Y | -15.4% | +83.6% | -98.9% | -27.1% |
| All | +5.7% | +322.5% | -316.8% | -24.7% |
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