+69.2%
MRAM vs SPY
+67.4%
+1.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.3% | +9.1% | +8.8% |
| 7D | -13.7% | -2.7% | -11.0% | -8.3% |
| 30D | -31.9% | -5.4% | -26.5% | -23.2% |
| 3M | -25.0% | -4.1% | -20.9% | -17.2% |
| 6M | -45.5% | +0.7% | -46.3% | -43.0% |
| YTD | +26.5% | +8.7% | +17.8% | +20.2% |
| 1Y | +34.6% | +10.9% | +23.8% | +24.5% |
| 3Y | +33.0% | +75.0% | -42.0% | -41.2% |
| All | +69.2% | +67.4% | +1.8% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling