-16.7%
MQY vs SPY
+79.8%
-96.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -3.2% | -2.0% | -1.2% | -2.7% |
| 30D | -6.6% | -1.7% | -4.9% | -6.2% |
| 3M | -6.1% | +4.7% | -10.8% | -7.1% |
| 6M | -6.3% | +12.5% | -18.8% | -9.1% |
| YTD | -3.0% | +11.7% | -14.7% | -5.7% |
| 1Y | -3.6% | +17.5% | -21.0% | -7.5% |
| 3Y | +14.6% | +76.6% | -62.0% | -1.1% |
| 5Y | -16.7% | +82.0% | -98.7% | -30.2% |
| All | -16.7% | +79.8% | -96.4% | -30.2% |
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 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