+61.1%
MRAM vs SPY
+307.9%
-246.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | +2.4% | +7.7% | +6.8% |
| 7D | -1.1% | +0.1% | -1.2% | -0.2% |
| 30D | -21.5% | -3.3% | -18.1% | -16.4% |
| 3M | -22.4% | -2.4% | -19.9% | -18.1% |
| 6M | -52.1% | +2.6% | -54.7% | -51.6% |
| YTD | +39.2% | +11.2% | +28.0% | +30.0% |
| 1Y | +43.5% | +13.4% | +30.1% | +31.3% |
| 3Y | +51.3% | +79.9% | -28.6% | -20.5% |
| 5Y | +92.3% | +72.2% | +20.1% | +11.0% |
| 10Y | +86.7% | +307.3% | -220.6% | -52.1% |
| All | +61.1% | +307.9% | -246.8% | -58.1% |
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