+743.0%
MTA vs SPY
+307.0%
+436.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.6% |
| 7D | -8.9% | +2.6% | -11.5% | -10.7% |
| 30D | -5.0% | -2.0% | -3.0% | -3.4% |
| 3M | -18.7% | -2.8% | -16.0% | -16.7% |
| 6M | -3.3% | +2.1% | -5.4% | -4.0% |
| YTD | -5.3% | +11.5% | -16.8% | -11.3% |
| 1Y | +4.7% | +13.5% | -8.8% | -3.1% |
| 3Y | +183.5% | +77.7% | +105.8% | +93.3% |
| 5Y | -12.0% | +72.6% | -84.6% | -39.8% |
| All | +743.0% | +307.0% | +436.0% | +146.9% |
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