-70.9%
MPT vs SPY
+308.5%
-379.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.6% | -3.6% |
| 7D | -9.0% | +3.3% | -12.3% | -11.9% |
| 30D | -45.4% | -2.7% | -42.7% | -43.8% |
| 3M | -56.8% | -1.7% | -55.0% | -55.9% |
| 6M | -65.1% | +3.1% | -68.2% | -66.1% |
| YTD | -63.7% | +11.9% | -75.5% | -67.5% |
| 1Y | -62.9% | +12.0% | -74.9% | -66.9% |
| 3Y | -48.2% | +78.2% | -126.3% | -71.4% |
| 5Y | -87.7% | +73.2% | -160.9% | -93.0% |
| All | -70.9% | +308.5% | -379.4% | -92.9% |
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