-100.0%
MNTS vs SPY
+156.4%
-256.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.0% |
| 7D | -12.2% | +2.6% | -14.8% | -15.2% |
| 30D | -33.8% | -2.0% | -31.8% | -31.6% |
| 3M | -63.3% | -2.8% | -60.6% | -61.6% |
| 6M | -69.4% | +2.1% | -71.5% | -69.5% |
| YTD | -63.0% | +11.5% | -74.5% | -66.2% |
| 1Y | -87.7% | +13.5% | -101.1% | -88.8% |
| 3Y | -99.8% | +77.7% | -177.5% | -99.9% |
| 5Y | -100.0% | +72.6% | -172.6% | -100.0% |
| All | -100.0% | +156.4% | -256.4% | -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