-25.1%
MPAA vs SPY
+17.2%
-42.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.6% | -5.5% | -5.6% |
| 7D | -7.0% | -2.0% | -5.0% | -5.6% |
| 30D | -11.9% | -1.7% | -10.2% | -10.8% |
| 3M | -24.0% | +4.7% | -28.7% | -26.5% |
| 6M | +7.7% | +12.5% | -4.8% | -2.1% |
| YTD | -11.1% | +11.7% | -22.8% | -18.5% |
| 1Y | -25.1% | +17.5% | -42.6% | -40.9% |
| All | -25.1% | +17.2% | -42.3% | -40.9% |
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