-86.4%
MQ vs SPY
+95.4%
-181.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -1.8% |
| 7D | +0.7% | +0.1% | +0.6% | +0.5% |
| 30D | -0.5% | +0.1% | -0.5% | -0.5% |
| 3M | +2.9% | +2.0% | +0.9% | -0.7% |
| 6M | +3.1% | +13.0% | -9.9% | -15.6% |
| YTD | -12.7% | +13.5% | -26.3% | -29.1% |
| 1Y | -32.2% | +20.0% | -52.1% | -49.8% |
| 3Y | -33.8% | +77.2% | -111.0% | -77.4% |
| 5Y | -84.6% | +81.9% | -166.5% | -94.6% |
| All | -86.4% | +95.4% | -181.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling