-60.7%
MITT vs SPY
+312.5%
-373.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.9% |
| 7D | -0.6% | -0.4% | -0.2% | -0.2% |
| 30D | +5.7% | -1.4% | +7.1% | +7.4% |
| 3M | -12.1% | +3.7% | -15.8% | -16.0% |
| 6M | -8.4% | +13.0% | -21.4% | -21.0% |
| YTD | -16.5% | +12.4% | -28.9% | -27.6% |
| 1Y | -3.0% | +18.5% | -21.6% | -21.4% |
| 3Y | +45.5% | +77.6% | -32.1% | -29.8% |
| 5Y | +12.5% | +81.7% | -69.2% | -48.3% |
| 10Y | -60.7% | +319.7% | -380.4% | -92.4% |
| All | -60.7% | +312.5% | -373.3% | -92.4% |
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