-99.9%
MI vs SPY
+304.1%
-404.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +65.4% | -0.4% | +65.8% | +65.7% |
| 7D | +12.4% | -0.6% | +13.0% | +11.8% |
| 30D | -55.0% | -3.7% | -51.3% | -54.1% |
| 3M | -94.7% | -2.7% | -92.0% | -94.8% |
| 6M | +92.9% | +2.2% | +90.7% | +83.3% |
| YTD | -89.9% | +10.8% | -100.7% | -91.2% |
| 1Y | -90.0% | +11.2% | -101.2% | -91.3% |
| 3Y | -93.7% | +76.5% | -170.2% | -96.5% |
| 5Y | -99.9% | +72.9% | -172.8% | -99.9% |
| 10Y | -99.9% | +304.8% | -404.7% | -99.9% |
| All | -99.9% | +304.1% | -404.0% | -99.9% |
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 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