+314.6%
SPYM vs MAR
+441.6%
-127.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -2.0% | -2.1% | +0.1% | -1.3% |
| 30D | -1.6% | -5.7% | +4.0% | +0.2% |
| 3M | +4.7% | -14.6% | +19.4% | +9.8% |
| 6M | +12.6% | +1.3% | +11.2% | +11.3% |
| YTD | +11.8% | +6.7% | +5.1% | +8.3% |
| 1Y | +17.5% | +26.4% | -8.9% | +7.3% |
| 3Y | +77.0% | +64.7% | +12.2% | +46.9% |
| 5Y | +82.6% | +153.1% | -70.5% | +30.6% |
| All | +314.6% | +441.6% | -127.1% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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