-43.7%
MAXI vs SPY
+18.1%
-61.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -2.0% |
| 7D | -7.5% | -0.8% | -6.7% | -5.4% |
| 30D | +51.7% | -1.1% | +52.7% | +56.7% |
| 3M | +49.3% | +3.9% | +45.5% | +33.5% |
| 6M | +33.6% | +13.6% | +20.0% | -10.3% |
| YTD | -3.5% | +12.7% | -16.2% | -31.7% |
| 1Y | -43.7% | +17.5% | -61.2% | -64.5% |
| All | -43.7% | +18.1% | -61.8% | -64.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling