-82.9%
MF vs SPY
+49.5%
-132.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.2% | +3.8% |
| 7D | +110.8% | -0.9% | +111.8% | +109.5% |
| 30D | +108.3% | -2.4% | +110.7% | +107.6% |
| 3M | +78.0% | -1.2% | +79.2% | +77.5% |
| 6M | +131.8% | +3.3% | +128.5% | +129.9% |
| YTD | -65.0% | +12.3% | -77.3% | -65.6% |
| 1Y | -69.8% | +12.4% | -82.3% | -70.4% |
| All | -82.9% | +49.5% | -132.4% | -79.3% |
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