-55.1%
MPT vs SPY
+14.6%
-69.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.5% |
| 7D | -25.5% | -0.7% | -24.7% | -25.1% |
| 30D | -38.1% | -1.0% | -37.0% | -37.7% |
| 3M | -54.9% | -0.3% | -54.5% | -54.8% |
| 6M | -57.0% | +7.3% | -64.3% | -57.9% |
| YTD | -56.4% | +13.3% | -69.8% | -58.5% |
| 1Y | -55.1% | +14.8% | -69.9% | -57.3% |
| All | -55.1% | +14.6% | -69.7% | -57.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling