+861.4%
MTA vs SPY
+836.5%
+24.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.2% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | +22.9% | +0.1% | +22.8% | +22.9% |
| 3M | +33.9% | +2.0% | +31.9% | +33.3% |
| 6M | +17.3% | +13.0% | +4.3% | +13.7% |
| YTD | +32.5% | +13.5% | +19.0% | +28.4% |
| 1Y | +90.2% | +20.0% | +70.3% | +82.1% |
| 3Y | +146.1% | +77.2% | +68.9% | +117.5% |
| 5Y | +32.0% | +81.9% | -49.9% | +14.6% |
| 10Y | +1,095.2% | +314.1% | +781.2% | +1,141.4% |
| All | +861.4% | +836.5% | +24.9% | +145,385.3% |
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