+124.2%
MAXI vs SPY
+75.5%
+48.7%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -1.9% |
| 7D | -13.0% | -2.0% | -11.1% | -9.1% |
| 30D | +50.5% | -1.7% | +52.1% | +56.4% |
| 3M | +52.6% | +4.7% | +47.9% | +38.3% |
| 6M | +34.2% | +12.5% | +21.7% | +4.4% |
| YTD | -3.9% | +11.7% | -15.6% | -22.8% |
| 1Y | -41.7% | +17.5% | -59.2% | -56.7% |
| All | +124.2% | +75.5% | +48.7% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling