-58.9%
MPAA vs SPY
+311.3%
-370.2%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.5% | -2.5% |
| 7D | +0.9% | +0.5% | +0.4% | +0.4% |
| 30D | -14.1% | -0.9% | -13.1% | -13.2% |
| 3M | -17.8% | +3.9% | -21.7% | -21.3% |
| 6M | +11.5% | +14.5% | -3.0% | -3.6% |
| YTD | -5.1% | +12.9% | -18.0% | -16.7% |
| 1Y | -20.3% | +19.4% | -39.7% | -34.4% |
| 3Y | +51.5% | +78.5% | -27.0% | -18.9% |
| 5Y | -36.4% | +81.8% | -118.2% | -66.4% |
| 10Y | -58.9% | +311.5% | -370.4% | -91.2% |
| All | -58.9% | +311.3% | -370.2% | -91.2% |
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