+488.0%
MPTI vs SPY
+120.5%
+367.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.0% |
| 7D | +6.2% | -2.0% | +8.2% | +8.7% |
| 30D | -10.0% | -1.7% | -8.4% | -8.3% |
| 3M | -17.9% | +4.7% | -22.7% | -22.2% |
| 6M | +18.9% | +12.5% | +6.4% | +4.2% |
| YTD | +44.7% | +11.7% | +33.0% | +27.9% |
| 1Y | +58.4% | +17.5% | +40.9% | +32.6% |
| 3Y | +279.8% | +76.6% | +203.3% | +132.5% |
| All | +488.0% | +120.5% | +367.5% | +245.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling