+440.2%
MQY vs SPY
+3,074.3%
-2,634.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | -1.2% | +0.5% | -1.7% | -1.3% |
| 30D | -4.3% | -0.9% | -3.3% | -4.1% |
| 3M | -2.4% | +3.9% | -6.3% | -3.2% |
| 6M | -4.2% | +14.5% | -18.7% | -6.7% |
| YTD | -0.2% | +12.9% | -13.1% | -2.6% |
| 1Y | +0.7% | +19.4% | -18.6% | -2.7% |
| 3Y | +17.8% | +78.5% | -60.6% | +5.0% |
| 5Y | -14.1% | +81.8% | -95.9% | -24.2% |
| 10Y | +8.3% | +311.5% | -303.2% | -18.3% |
| All | +440.2% | +3,074.3% | -2,634.1% | +125.8% |
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