-86.0%
MF vs SPY
+48.1%
-134.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.7% | +2.4% | +32.3% | +35.2% |
| 7D | +24.7% | +0.1% | +24.6% | +24.4% |
| 30D | +57.6% | -3.3% | +61.0% | +56.8% |
| 3M | +46.1% | -2.4% | +48.5% | +45.4% |
| 6M | +46.6% | +2.6% | +44.0% | +45.3% |
| YTD | -71.3% | +11.2% | -82.6% | -71.9% |
| 1Y | -74.3% | +13.4% | -87.7% | -74.4% |
| All | -86.0% | +48.1% | -134.1% | -83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling