-100.0%
MNTS vs SPY
+161.2%
-261.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.2% |
| 7D | +2.0% | +0.1% | +1.8% | +1.8% |
| 30D | -1.4% | +0.1% | -1.5% | -1.3% |
| 3M | -73.5% | +2.0% | -75.5% | -74.0% |
| 6M | -8.5% | +13.0% | -21.5% | -19.0% |
| YTD | -14.2% | +13.5% | -27.7% | -24.0% |
| 1Y | -80.8% | +20.0% | -100.8% | -83.8% |
| 3Y | -99.8% | +77.2% | -177.0% | -99.9% |
| 5Y | -100.0% | +81.9% | -181.9% | -100.0% |
| All | -100.0% | +161.2% | -261.2% | -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 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