+241.0%
MPA vs SPY
+3,074.3%
-2,833.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.5% |
| 7D | -1.8% | +0.5% | -2.4% | -1.9% |
| 30D | -3.4% | -0.9% | -2.4% | -3.3% |
| 3M | -3.7% | +3.9% | -7.6% | -4.2% |
| 6M | -3.8% | +14.5% | -18.3% | -5.5% |
| YTD | -0.3% | +12.9% | -13.2% | -1.9% |
| 1Y | +1.3% | +19.4% | -18.0% | -1.0% |
| 3Y | +16.9% | +78.5% | -61.6% | +8.3% |
| 5Y | -13.2% | +81.8% | -94.9% | -20.1% |
| 10Y | +5.2% | +311.5% | -306.3% | -12.0% |
| All | +241.0% | +3,074.3% | -2,833.2% | +91.8% |
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