-71.3%
MPAA vs SPY
+307.0%
-378.3%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.7% |
| 7D | -27.5% | +2.6% | -30.1% | -30.0% |
| 30D | -26.6% | -2.0% | -24.6% | -25.8% |
| 3M | -38.4% | -2.8% | -35.6% | -37.2% |
| 6M | -31.8% | +2.1% | -34.0% | -34.2% |
| YTD | -38.2% | +11.5% | -49.7% | -45.6% |
| 1Y | -41.4% | +13.5% | -54.8% | -49.4% |
| 3Y | -8.9% | +77.7% | -86.6% | -51.6% |
| 5Y | -60.1% | +72.6% | -132.7% | -77.9% |
| All | -71.3% | +307.0% | -378.3% | -94.8% |
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 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