+4.3%
MINO vs SPY
+80.9%
-76.6%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -0.5% | -0.4% | -0.2% | -0.5% |
| 30D | -2.1% | -1.4% | -0.7% | -2.0% |
| 3M | -2.5% | +3.7% | -6.2% | -2.7% |
| 6M | -2.0% | +13.0% | -15.0% | -2.7% |
| YTD | -0.6% | +12.4% | -13.0% | -1.2% |
| 1Y | +2.0% | +18.5% | -16.5% | +1.1% |
| 3Y | +12.6% | +77.6% | -65.1% | +8.9% |
| All | +4.3% | +80.9% | -76.6% | +0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling