+55.9%
MPAA vs SPY
+2,799.9%
-2,744.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.8% | +2.7% |
| 7D | +5.0% | +0.1% | +4.9% | +5.0% |
| 30D | -13.0% | +0.1% | -13.0% | -13.0% |
| 3M | +13.2% | +2.0% | +11.2% | +11.8% |
| 6M | +16.6% | +13.0% | +3.6% | +8.5% |
| YTD | -2.1% | +13.5% | -15.7% | -9.1% |
| 1Y | -18.8% | +20.0% | -38.7% | -27.1% |
| 3Y | +48.6% | +77.2% | -28.6% | +7.6% |
| 5Y | -35.1% | +81.9% | -117.0% | -53.2% |
| 10Y | -58.4% | +314.1% | -372.5% | -79.1% |
| All | +55.9% | +2,799.9% | -2,744.0% | -55.2% |
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 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