+110.1%
MISL vs SPY
+109.9%
+0.2%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.7% |
| 7D | -1.1% | -0.4% | -0.7% | -0.8% |
| 30D | -10.5% | -1.4% | -9.1% | -9.5% |
| 3M | -7.3% | +3.7% | -11.0% | -9.9% |
| 6M | -14.1% | +13.0% | -27.1% | -21.7% |
| YTD | -0.6% | +12.4% | -13.0% | -9.0% |
| 1Y | +10.6% | +18.5% | -7.9% | -2.5% |
| 3Y | +92.5% | +77.6% | +14.9% | +28.9% |
| All | +110.1% | +109.9% | +0.2% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling