-84.4%
MQ vs SPY
+81.8%
-166.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.1% |
| 7D | +0.6% | +0.5% | 0.0% | -0.2% |
| 30D | +1.9% | -0.9% | +2.8% | +3.5% |
| 3M | +6.4% | +3.9% | +2.5% | -0.3% |
| 6M | +1.1% | +14.5% | -13.4% | -19.2% |
| YTD | -14.4% | +12.9% | -27.3% | -30.1% |
| 1Y | -33.1% | +19.4% | -52.5% | -50.4% |
| 3Y | -36.9% | +78.5% | -115.3% | -79.3% |
| 5Y | -84.4% | +81.8% | -166.2% | -94.5% |
| All | -84.4% | +81.8% | -166.2% | -94.5% |
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