+211.9%
MAXI vs SPY
+123.7%
+88.2%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -4.9% |
| 7D | +7.4% | +0.1% | +7.3% | +7.5% |
| 30D | +56.9% | +0.1% | +56.9% | +57.1% |
| 3M | +60.8% | +2.0% | +58.9% | +55.5% |
| 6M | +33.2% | +13.0% | +20.2% | +7.0% |
| YTD | +4.3% | +13.5% | -9.2% | -15.8% |
| 1Y | -34.0% | +20.0% | -54.0% | -50.6% |
| 3Y | +137.1% | +77.2% | +59.9% | +15.3% |
| All | +211.9% | +123.7% | +88.2% | +16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling