-88.6%
MF vs SPY
+51.2%
-139.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.4% | +8.4% | +8.1% |
| 7D | -40.2% | +0.1% | -40.3% | -40.2% |
| 30D | +24.6% | +0.1% | +24.5% | +24.6% |
| 3M | +274.9% | +2.0% | +272.9% | +269.6% |
| 6M | -74.5% | +13.0% | -87.5% | -75.0% |
| YTD | -76.7% | +13.5% | -90.2% | -77.0% |
| 1Y | -83.3% | +20.0% | -103.2% | -82.7% |
| All | -88.6% | +51.2% | -139.8% | -86.1% |
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 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