-97.6%
MI vs SPY
+338.7%
-436.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -84.0% |
| 6M | -55.3% | +13.0% | -68.3% | -60.2% |
| YTD | -40.9% | +13.5% | -54.4% | -47.7% |
| 1Y | -23.5% | +20.0% | -43.5% | -36.2% |
| 3Y | -74.0% | +77.2% | -151.1% | -84.5% |
| 5Y | -99.5% | +81.9% | -181.4% | -99.7% |
| 10Y | -99.3% | +314.1% | -413.3% | -99.7% |
| All | -97.6% | +338.7% | -436.2% | -98.8% |
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