-75.3%
MITT vs SPY
+304.1%
-379.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.4% | -3.3% |
| 7D | -22.6% | -0.6% | -22.0% | -21.9% |
| 30D | -22.0% | -3.7% | -18.3% | -18.4% |
| 3M | -27.6% | -2.7% | -24.9% | -25.2% |
| 6M | -41.0% | +2.2% | -43.2% | -42.7% |
| YTD | -42.8% | +10.8% | -53.6% | -49.5% |
| 1Y | -35.7% | +11.2% | -46.9% | -43.6% |
| 3Y | +17.0% | +76.5% | -59.5% | -43.1% |
| 5Y | -39.6% | +72.9% | -112.5% | -70.2% |
| 10Y | -75.3% | +304.8% | -380.1% | -94.8% |
| All | -75.3% | +304.1% | -379.4% | -94.8% |
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