-63.8%
MPT vs SPY
+12.1%
-75.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -2.1% |
| 7D | -7.7% | +2.6% | -10.3% | -9.6% |
| 30D | -45.4% | -2.0% | -43.4% | -44.4% |
| 3M | -59.3% | -2.8% | -56.5% | -58.5% |
| 6M | -65.8% | +2.1% | -67.9% | -65.7% |
| YTD | -64.5% | +11.5% | -76.0% | -66.1% |
| 1Y | -63.8% | +13.5% | -77.2% | -66.0% |
| All | -63.8% | +12.1% | -75.8% | -66.0% |
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 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