-86.8%
MPT vs SPY
+67.4%
-154.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -4.0% |
| 7D | -19.6% | -2.7% | -16.9% | -17.5% |
| 30D | -44.0% | -5.4% | -38.6% | -41.1% |
| 3M | -59.7% | -4.1% | -55.6% | -58.1% |
| 6M | -63.9% | +0.7% | -64.6% | -64.0% |
| YTD | -61.5% | +8.7% | -70.2% | -64.1% |
| 1Y | -61.2% | +10.9% | -72.1% | -64.5% |
| 3Y | -53.9% | +75.0% | -128.9% | -72.7% |
| All | -86.8% | +67.4% | -154.2% | -92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling