+110.5%
MISL vs SPY
+110.4%
+0.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | 0.0% |
| 7D | -2.2% | -0.8% | -1.4% | -1.6% |
| 30D | -11.3% | -1.1% | -10.2% | -10.5% |
| 3M | -9.6% | +3.9% | -13.4% | -12.2% |
| 6M | -12.1% | +13.6% | -25.7% | -20.2% |
| YTD | -0.4% | +12.7% | -13.1% | -9.0% |
| 1Y | +8.6% | +17.5% | -8.9% | -3.7% |
| 3Y | +93.8% | +76.9% | +16.9% | +30.0% |
| All | +110.5% | +110.4% | +0.1% | +26.5% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling