+75.0%
SPY vs MA
+71.7%
+3.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -2.7% | +2.3% | -5.0% | -3.5% |
| 30D | -5.4% | +14.7% | -20.1% | -9.9% |
| 3M | -4.1% | +13.5% | -17.6% | -8.4% |
| 6M | +0.7% | +33.1% | -32.4% | -9.9% |
| YTD | +8.7% | +15.1% | -6.4% | +3.5% |
| 1Y | +10.9% | +18.7% | -7.9% | +3.8% |
| 3Y | +75.0% | +72.1% | +2.9% | +33.4% |
| All | +75.0% | +71.7% | +3.3% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling