+209.5%
MFUS vs SPY
+251.1%
-41.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.2% | +0.5% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -0.2% | -3.3% | +3.2% | +2.7% |
| 3M | -1.3% | -2.4% | +1.1% | +0.7% |
| 6M | +4.0% | +2.6% | +1.5% | +1.6% |
| YTD | +16.9% | +11.2% | +5.6% | +6.4% |
| 1Y | +19.8% | +13.4% | +6.4% | +7.2% |
| 3Y | +81.0% | +79.9% | +1.1% | +7.8% |
| 5Y | +71.6% | +72.2% | -0.6% | +5.5% |
| All | +209.5% | +251.1% | -41.7% | +2.8% |
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