-6.1%
MTA vs SPY
+74.6%
-80.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -5.3% |
| 7D | -2.2% | -0.9% | -1.2% | -1.4% |
| 30D | -9.8% | -2.4% | -7.5% | -7.4% |
| 3M | -16.2% | -1.2% | -15.0% | -14.9% |
| 6M | +2.0% | +3.3% | -1.3% | -0.2% |
| YTD | -0.9% | +12.3% | -13.2% | -9.7% |
| 1Y | +11.7% | +12.4% | -0.7% | +1.8% |
| 3Y | +185.6% | +78.8% | +106.7% | +75.5% |
| 5Y | -6.1% | +75.2% | -81.2% | -45.6% |
| All | -6.1% | +74.6% | -80.7% | -45.6% |
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