+93.3%
MWA vs SPY
+756.9%
-663.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.3% |
| 7D | +1.0% | +2.6% | -1.6% | -2.7% |
| 30D | +12.0% | -2.0% | +14.0% | +14.3% |
| 3M | -4.8% | -2.8% | -2.0% | -1.9% |
| 6M | -4.3% | +2.1% | -6.4% | -8.5% |
| YTD | +2.7% | +11.5% | -8.8% | -13.6% |
| 1Y | +5.9% | +13.5% | -7.5% | -13.3% |
| 3Y | +94.9% | +77.7% | +17.2% | -18.0% |
| 5Y | +77.6% | +72.6% | +5.0% | -24.3% |
| 10Y | +118.7% | +308.2% | -189.5% | -77.1% |
| All | +93.3% | +756.9% | -663.6% | -93.9% |
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