+19.4%
SPY vs MA
-1.4%
+20.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | +0.5% | -1.8% | +2.3% | +0.7% |
| 30D | -0.9% | +1.4% | -2.4% | -1.1% |
| 3M | +3.9% | +17.7% | -13.9% | +2.0% |
| 6M | +14.5% | +9.7% | +4.9% | +13.4% |
| YTD | +12.9% | +0.5% | +12.4% | +13.3% |
| 1Y | +19.4% | -2.1% | +21.4% | +19.8% |
| All | +19.4% | -1.4% | +20.8% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 1y: compounded portfolio wealth divided by compounded MA 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…
1y analysis · Full analysis span regression · 6 months rolling