+132.4%
MWA vs SPY
+318.9%
-186.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.6% |
| 7D | -0.9% | -2.0% | +1.1% | +1.3% |
| 30D | -9.6% | -1.7% | -8.0% | -8.1% |
| 3M | -7.3% | +4.7% | -12.1% | -12.0% |
| 6M | -15.2% | +12.5% | -27.7% | -25.6% |
| YTD | +0.2% | +11.7% | -11.5% | -11.5% |
| 1Y | -3.0% | +17.5% | -20.4% | -18.9% |
| 3Y | +85.3% | +76.6% | +8.8% | -0.9% |
| 5Y | +62.3% | +82.0% | -19.8% | -16.6% |
| All | +132.4% | +318.9% | -186.5% | -59.3% |
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 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