-89.5%
MI vs SPY
+12.1%
-101.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -0.4% | -14.9% | -16.8% |
| 7D | +15.6% | +2.6% | +13.0% | +30.5% |
| 30D | -54.6% | -2.0% | -52.6% | -56.8% |
| 3M | -95.8% | -2.8% | -93.0% | -96.0% |
| 6M | +74.0% | +2.1% | +71.9% | +171.6% |
| YTD | -91.1% | +11.5% | -102.6% | -87.0% |
| 1Y | -89.5% | +13.5% | -103.0% | -84.9% |
| All | -89.5% | +12.1% | -101.5% | -84.9% |
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 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