-76.3%
MI vs SPY
+80.4%
-156.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -3.1% |
| 7D | -3.7% | +0.1% | -3.8% | -3.6% |
| 30D | -69.1% | +0.1% | -69.1% | -68.9% |
| 3M | -83.7% | +2.0% | -85.7% | -83.4% |
| 6M | -55.3% | +13.0% | -68.3% | -59.0% |
| YTD | -40.9% | +13.5% | -54.4% | -46.4% |
| 1Y | -23.5% | +20.0% | -43.5% | -37.4% |
| All | -76.3% | +80.4% | -156.7% | -90.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling