-58.3%
MITT vs SPY
+646.4%
-704.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.4% | -3.4% |
| 7D | -22.6% | -0.6% | -22.0% | -22.0% |
| 30D | -22.0% | -3.7% | -18.3% | -18.9% |
| 3M | -27.6% | -2.7% | -24.9% | -25.5% |
| 6M | -41.0% | +2.2% | -43.2% | -42.4% |
| YTD | -42.8% | +10.8% | -53.6% | -48.5% |
| 1Y | -35.7% | +11.2% | -46.9% | -42.3% |
| 3Y | +17.0% | +76.5% | -59.5% | -35.1% |
| 5Y | -39.6% | +72.9% | -112.5% | -66.0% |
| 10Y | -75.3% | +304.8% | -380.1% | -92.6% |
| All | -58.3% | +646.4% | -704.6% | -90.7% |
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