-99.7%
MI vs SPY
+329.8%
-429.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.9% | +2.4% | -22.2% | -21.7% |
| 7D | -35.6% | +0.1% | -35.7% | -36.2% |
| 30D | -72.8% | -3.3% | -69.5% | -72.3% |
| 3M | -96.7% | -2.4% | -94.3% | -96.7% |
| 6M | +16.6% | +2.6% | +14.0% | +11.0% |
| YTD | -93.9% | +11.2% | -105.1% | -94.6% |
| 1Y | -94.0% | +13.4% | -107.3% | -94.8% |
| 3Y | -96.2% | +79.9% | -176.1% | -97.9% |
| 5Y | -99.9% | +72.2% | -172.1% | -100.0% |
| 10Y | -99.9% | +307.3% | -407.2% | -100.0% |
| All | -99.7% | +329.8% | -429.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling