+109.0%
MISL vs SPY
+108.6%
+0.4%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | 0.0% |
| 7D | -3.7% | -2.0% | -1.7% | -2.1% |
| 30D | -11.0% | -1.7% | -9.3% | -9.8% |
| 3M | -5.7% | +4.7% | -10.4% | -9.0% |
| 6M | -12.9% | +12.5% | -25.5% | -20.4% |
| YTD | -1.1% | +11.7% | -12.8% | -9.0% |
| 1Y | +9.2% | +17.5% | -8.3% | -3.1% |
| 3Y | +91.6% | +76.6% | +15.0% | +28.9% |
| All | +109.0% | +108.6% | +0.4% | +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 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