-15.8%
MLYS vs SPY
+93.7%
-109.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.5% |
| 7D | -2.9% | -0.6% | -2.4% | -1.9% |
| 30D | -33.6% | -3.7% | -29.9% | -30.6% |
| 3M | -43.3% | -2.7% | -40.6% | -41.3% |
| 6M | -47.5% | +2.2% | -49.6% | -48.1% |
| YTD | -57.2% | +10.8% | -68.1% | -60.8% |
| 1Y | -65.1% | +11.2% | -76.4% | -68.1% |
| 3Y | +140.6% | +76.5% | +64.1% | +25.2% |
| All | -15.8% | +93.7% | -109.6% | -58.6% |
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 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