+77.7%
SPY vs MA
+70.7%
+7.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.8% |
| 7D | +2.6% | +1.3% | +1.3% | +2.1% |
| 30D | -2.0% | +9.6% | -11.6% | -5.1% |
| 3M | -2.8% | +16.8% | -19.6% | -8.1% |
| 6M | +2.1% | +35.2% | -33.1% | -9.0% |
| YTD | +11.5% | +16.6% | -5.1% | +5.7% |
| 1Y | +13.5% | +19.8% | -6.3% | +6.0% |
| 3Y | +77.7% | +70.7% | +7.0% | +39.2% |
| All | +77.7% | +70.7% | +7.0% | +39.2% |
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