-86.8%
MQ vs SPY
+92.2%
-179.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +2.4% |
| 7D | -4.9% | -2.0% | -2.9% | -1.9% |
| 30D | +3.8% | -1.7% | +5.4% | +6.5% |
| 3M | +5.5% | +4.7% | +0.7% | -2.4% |
| 6M | -3.1% | +12.5% | -15.7% | -20.2% |
| YTD | -15.0% | +11.7% | -26.7% | -29.2% |
| 1Y | -31.5% | +17.5% | -49.0% | -47.7% |
| 3Y | -37.3% | +76.6% | -113.8% | -78.6% |
| 5Y | -85.0% | +82.0% | -167.0% | -94.6% |
| All | -86.8% | +92.2% | -179.0% | -95.4% |
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