+32.0%
MIY vs SPY
+322.5%
-290.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | -1.8% | -0.8% | -1.0% | -1.6% |
| 30D | -1.6% | -1.1% | -0.6% | -1.4% |
| 3M | +1.3% | +3.9% | -2.5% | +0.5% |
| 6M | -0.4% | +13.6% | -14.0% | -3.2% |
| YTD | +8.1% | +12.7% | -4.6% | +5.3% |
| 1Y | +12.8% | +17.5% | -4.8% | +8.8% |
| 3Y | +36.4% | +76.9% | -40.5% | +19.5% |
| 5Y | +0.6% | +83.6% | -83.0% | -13.2% |
| All | +32.0% | +322.5% | -290.5% | -2.9% |
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