-90.2%
MJ vs SPY
+312.5%
-402.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.6% |
| 7D | +2.1% | -0.4% | +2.5% | +2.5% |
| 30D | +12.2% | -1.4% | +13.6% | +13.8% |
| 3M | -2.4% | +3.7% | -6.1% | -6.5% |
| 6M | +5.7% | +13.0% | -7.3% | -7.2% |
| YTD | -10.8% | +12.4% | -23.2% | -21.3% |
| 1Y | -18.8% | +18.5% | -37.3% | -32.5% |
| 3Y | -35.4% | +77.6% | -113.1% | -65.9% |
| 5Y | -83.1% | +81.7% | -164.8% | -91.1% |
| 10Y | -90.2% | +319.7% | -409.8% | -97.2% |
| All | -90.2% | +312.5% | -402.7% | -97.2% |
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