-90.7%
MJ vs SPY
+304.1%
-394.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.5% |
| 7D | -3.7% | -0.6% | -3.1% | -3.3% |
| 30D | -4.1% | -3.7% | -0.5% | -0.2% |
| 3M | -3.8% | -2.7% | -1.0% | -1.0% |
| 6M | -15.5% | +2.2% | -17.7% | -17.8% |
| YTD | -23.5% | +10.8% | -34.4% | -31.6% |
| 1Y | -28.2% | +11.2% | -39.4% | -36.5% |
| 3Y | -29.4% | +76.5% | -105.9% | -63.0% |
| 5Y | -83.9% | +72.9% | -156.8% | -91.2% |
| 10Y | -90.7% | +304.8% | -395.5% | -97.9% |
| All | -90.7% | +304.1% | -394.8% | -97.9% |
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