+10.4%
MUA vs SPY
+322.5%
-312.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.2% |
| 7D | -0.9% | -0.8% | -0.1% | -0.7% |
| 30D | -3.7% | -1.1% | -2.6% | -3.4% |
| 3M | -7.2% | +3.9% | -11.1% | -8.2% |
| 6M | -7.0% | +13.6% | -20.6% | -10.3% |
| YTD | -4.5% | +12.7% | -17.2% | -7.7% |
| 1Y | -9.6% | +17.5% | -27.2% | -13.7% |
| 3Y | +22.8% | +76.9% | -54.1% | +4.6% |
| 5Y | -18.7% | +83.6% | -102.3% | -32.0% |
| All | +10.4% | +322.5% | -312.0% | -24.0% |
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