+504.4%
MPTI vs SPY
+121.8%
+382.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.6% | +4.7% |
| 7D | +8.5% | -0.4% | +8.8% | +8.8% |
| 30D | -6.5% | -1.4% | -5.1% | -5.0% |
| 3M | -14.9% | +3.7% | -18.6% | -18.4% |
| 6M | +23.8% | +13.0% | +10.8% | +7.8% |
| YTD | +48.8% | +12.4% | +36.4% | +30.6% |
| 1Y | +72.9% | +18.5% | +54.4% | +43.3% |
| 3Y | +290.4% | +77.6% | +212.8% | +137.3% |
| All | +504.4% | +121.8% | +382.6% | +252.2% |
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