-99.7%
MI vs SPY
+319.8%
-419.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | +0.3% | -10.0% | -10.0% |
| 7D | -22.9% | -2.7% | -20.2% | -21.5% |
| 30D | -80.1% | -5.4% | -74.7% | -79.2% |
| 3M | -96.2% | -4.1% | -92.1% | -96.1% |
| 6M | +26.9% | +0.7% | +26.2% | +23.0% |
| YTD | -92.3% | +8.7% | -101.0% | -93.1% |
| 1Y | -92.4% | +10.9% | -103.3% | -93.3% |
| 3Y | -95.5% | +75.0% | -170.4% | -97.3% |
| 5Y | -99.9% | +67.8% | -167.7% | -99.9% |
| 10Y | -99.9% | +312.9% | -412.8% | -100.0% |
| All | -99.7% | +319.8% | -419.5% | -99.8% |
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