+107.6%
MRAM vs SPY
+314.0%
-206.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +2.5% |
| 7D | +5.0% | +0.5% | +4.4% | +4.1% |
| 30D | +0.1% | -0.9% | +1.0% | +1.4% |
| 3M | -31.5% | +3.9% | -35.4% | -33.7% |
| 6M | +90.1% | +14.5% | +75.5% | +66.3% |
| YTD | +79.4% | +12.9% | +66.5% | +60.9% |
| 1Y | +147.8% | +19.4% | +128.4% | +110.6% |
| 3Y | +69.7% | +78.5% | -8.7% | -12.1% |
| 5Y | +152.7% | +81.8% | +70.9% | +35.0% |
| All | +107.6% | +314.0% | -206.4% | -48.2% |
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 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