+35.7%
MPAA vs SPY
+2,675.4%
-2,639.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +2.0% | -2.7% | +4.7% | +3.7% |
| 30D | -0.9% | -5.4% | +4.5% | +2.3% |
| 3M | -22.6% | -4.1% | -18.6% | -20.7% |
| 6M | -9.5% | +0.7% | -10.2% | -10.0% |
| YTD | -14.7% | +8.7% | -23.4% | -18.8% |
| 1Y | -39.1% | +10.9% | -50.0% | -42.9% |
| 3Y | +34.9% | +75.0% | -40.1% | -1.7% |
| 5Y | -46.8% | +67.8% | -114.6% | -59.9% |
| 10Y | -56.2% | +312.9% | -369.0% | -77.8% |
| All | +35.7% | +2,675.4% | -2,639.6% | -60.0% |
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