-99.9%
MI vs SPY
+307.0%
-406.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -0.4% | -14.9% | -15.0% |
| 7D | +15.6% | +2.6% | +13.0% | +12.9% |
| 30D | -54.6% | -2.0% | -52.6% | -54.2% |
| 3M | -95.8% | -2.8% | -93.0% | -95.8% |
| 6M | +74.0% | +2.1% | +71.9% | +66.4% |
| YTD | -91.1% | +11.5% | -102.6% | -92.3% |
| 1Y | -89.5% | +13.5% | -103.0% | -91.0% |
| 3Y | -94.6% | +77.7% | -172.3% | -97.0% |
| 5Y | -99.9% | +72.6% | -172.5% | -99.9% |
| All | -99.9% | +307.0% | -406.9% | -100.0% |
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 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