+29.8%
MNRS vs SPY
+27.6%
+2.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -2.7% |
| 7D | -1.6% | -2.0% | +0.4% | +3.4% |
| 30D | +4.5% | -1.7% | +6.1% | +9.1% |
| 3M | -16.0% | +4.7% | -20.8% | -24.3% |
| 6M | +22.3% | +12.5% | +9.8% | -4.0% |
| YTD | +15.2% | +11.7% | +3.5% | -6.8% |
| 1Y | +3.0% | +17.5% | -14.5% | -23.0% |
| All | +29.8% | +27.6% | +2.1% | -4.0% |
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 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