-15.9%
MLYS vs SPY
+95.6%
-111.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.7% |
| 7D | +1.7% | +3.3% | -1.6% | -1.5% |
| 30D | -26.2% | -2.7% | -23.5% | -23.6% |
| 3M | -42.7% | -1.7% | -41.0% | -41.2% |
| 6M | -47.0% | +3.1% | -50.1% | -48.1% |
| YTD | -57.3% | +11.9% | -69.2% | -61.2% |
| 1Y | -67.3% | +12.0% | -79.2% | -70.3% |
| 3Y | +140.3% | +78.2% | +62.1% | +23.9% |
| All | -15.9% | +95.6% | -111.5% | -59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling