-99.5%
MI vs SPY
+82.8%
-182.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.6% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | -69.1% | +0.1% | -69.1% | -69.2% |
| 3M | -83.7% | +2.0% | -85.7% | -83.9% |
| 6M | -55.3% | +13.0% | -68.3% | -61.3% |
| YTD | -40.9% | +13.5% | -54.4% | -49.2% |
| 1Y | -23.5% | +20.0% | -43.5% | -39.7% |
| 3Y | -74.0% | +77.2% | -151.1% | -87.6% |
| All | -99.5% | +82.8% | -182.2% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling