-41.1%
MPT vs SPY
+314.4%
-355.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | 0.0% |
| 7D | -1.0% | +0.5% | -1.5% | -1.5% |
| 30D | -15.1% | -0.9% | -14.2% | -14.3% |
| 3M | -17.3% | +3.9% | -21.2% | -20.5% |
| 6M | -24.3% | +14.5% | -38.8% | -33.8% |
| YTD | -17.1% | +12.9% | -30.1% | -26.8% |
| 1Y | -6.4% | +19.4% | -25.8% | -21.9% |
| 3Y | -22.8% | +78.5% | -101.2% | -57.5% |
| 5Y | -72.3% | +81.8% | -154.0% | -85.1% |
| All | -41.1% | +314.4% | -355.5% | -86.7% |
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