-81.0%
MF vs SPY
+48.4%
-129.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.5% | +3.1% |
| 7D | +83.3% | +2.6% | +80.7% | +84.0% |
| 30D | +120.3% | -2.0% | +122.3% | +119.4% |
| 3M | +95.0% | -2.8% | +97.8% | +94.3% |
| 6M | +413.2% | +2.1% | +411.0% | +407.1% |
| YTD | -61.0% | +11.5% | -72.5% | -61.7% |
| 1Y | -65.3% | +13.5% | -78.8% | -65.5% |
| All | -81.0% | +48.4% | -129.4% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling