+355.9%
MUA vs SPY
+2,939.0%
-2,583.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -1.5% | -2.0% | +0.5% | -1.2% |
| 30D | -3.5% | -1.7% | -1.9% | -3.2% |
| 3M | -7.3% | +4.7% | -12.1% | -8.0% |
| 6M | -7.5% | +12.5% | -20.0% | -9.3% |
| YTD | -4.9% | +11.7% | -16.6% | -6.6% |
| 1Y | -8.8% | +17.5% | -26.3% | -11.2% |
| 3Y | +22.0% | +76.6% | -54.5% | +11.2% |
| 5Y | -19.1% | +82.0% | -101.1% | -26.9% |
| 10Y | +9.8% | +317.1% | -307.3% | -11.9% |
| All | +355.9% | +2,939.0% | -2,583.1% | +116.8% |
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