+36.2%
MIY vs SPY
+75.5%
-39.3%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -2.1% | -2.0% | -0.1% | -1.8% |
| 30D | -1.5% | -1.7% | +0.2% | -1.2% |
| 3M | +1.3% | +4.7% | -3.4% | +0.6% |
| 6M | -0.9% | +12.5% | -13.4% | -2.9% |
| YTD | +7.9% | +11.7% | -3.8% | +5.8% |
| 1Y | +13.0% | +17.5% | -4.5% | +9.9% |
| All | +36.2% | +75.5% | -39.3% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling