-91.8%
MI vs SPY
+14.6%
-106.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.7% | -11.1% | -1.7% |
| 7D | -25.7% | -0.7% | -25.0% | -28.1% |
| 30D | -95.3% | -1.0% | -94.3% | -94.9% |
| 3M | -95.9% | -0.3% | -95.5% | -95.5% |
| 6M | +34.9% | +7.3% | +27.6% | +110.8% |
| YTD | -91.8% | +13.3% | -105.2% | -87.6% |
| 1Y | -91.8% | +14.8% | -106.6% | -88.0% |
| All | -91.8% | +14.6% | -106.5% | -88.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling