-57.7%
MITT vs SPY
+631.8%
-689.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.3% | -11.1% | -11.1% |
| 7D | -20.5% | -2.7% | -17.8% | -18.2% |
| 30D | -20.4% | -5.4% | -15.0% | -15.8% |
| 3M | -33.6% | -4.1% | -29.5% | -30.7% |
| 6M | -39.4% | +0.7% | -40.1% | -40.0% |
| YTD | -42.0% | +8.7% | -50.7% | -46.7% |
| 1Y | -35.2% | +10.9% | -46.1% | -41.7% |
| 3Y | +21.6% | +75.0% | -53.4% | -32.0% |
| 5Y | -37.6% | +67.8% | -105.4% | -63.7% |
| 10Y | -73.7% | +312.9% | -386.6% | -92.2% |
| All | -57.7% | +631.8% | -689.5% | -90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling