-42.8%
MPAA vs SPY
+11.8%
-54.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.3% |
| 7D | -24.1% | +3.3% | -27.4% | -25.6% |
| 30D | -27.2% | -2.7% | -24.5% | -25.2% |
| 3M | -36.5% | -1.7% | -34.7% | -35.2% |
| 6M | -31.3% | +3.1% | -34.4% | -32.9% |
| YTD | -37.5% | +11.9% | -49.4% | -43.7% |
| 1Y | -42.8% | +12.0% | -54.8% | -48.7% |
| All | -42.8% | +11.8% | -54.6% | -48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling