-100.0%
MNTS vs SPY
+155.9%
-255.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -5.6% |
| 7D | +9.9% | +0.1% | +9.8% | +9.9% |
| 30D | -38.8% | -3.3% | -35.5% | -35.7% |
| 3M | -59.3% | -2.4% | -56.9% | -57.6% |
| 6M | -63.4% | +2.6% | -65.9% | -63.7% |
| YTD | -58.9% | +11.2% | -70.2% | -62.4% |
| 1Y | -87.9% | +13.4% | -101.3% | -89.1% |
| 3Y | -99.8% | +79.9% | -179.7% | -99.9% |
| 5Y | -100.0% | +72.2% | -172.2% | -100.0% |
| All | -100.0% | +155.9% | -255.9% | -100.0% |
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