-16.9%
MLYS vs SPY
+89.9%
-106.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.3% |
| 7D | -15.7% | -2.7% | -13.0% | -12.9% |
| 30D | -30.6% | -5.4% | -25.2% | -26.1% |
| 3M | -43.2% | -4.1% | -39.1% | -40.3% |
| 6M | -49.1% | +0.7% | -49.8% | -48.9% |
| YTD | -57.8% | +8.7% | -66.4% | -60.5% |
| 1Y | -58.6% | +10.9% | -69.5% | -61.8% |
| 3Y | +89.3% | +75.0% | +14.3% | -0.7% |
| All | -16.9% | +89.9% | -106.8% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling