-37.9%
MITT vs SPY
+664.7%
-702.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | -3.3% | +0.1% | -3.3% | -3.4% |
| 3M | -9.0% | +2.0% | -11.0% | -11.0% |
| 6M | -9.7% | +13.0% | -22.7% | -20.2% |
| YTD | -15.0% | +13.5% | -28.5% | -25.3% |
| 1Y | -2.0% | +20.0% | -22.0% | -18.8% |
| 3Y | +47.0% | +77.2% | -30.2% | -18.8% |
| 5Y | +11.2% | +81.9% | -70.7% | -40.7% |
| 10Y | -61.0% | +314.1% | -375.1% | -88.6% |
| All | -37.9% | +664.7% | -702.6% | -86.6% |
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 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