-77.4%
MRAL vs SPY
+20.8%
-98.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -1.8% |
| 7D | +10.2% | +0.1% | +10.1% | +10.9% |
| 30D | -8.0% | +0.1% | -8.1% | -8.3% |
| 3M | -49.3% | +2.0% | -51.3% | -52.2% |
| 6M | -3.9% | +13.0% | -16.9% | -49.6% |
| YTD | -17.3% | +13.5% | -30.8% | -54.2% |
| 1Y | -77.4% | +20.0% | -97.3% | -90.3% |
| All | -77.4% | +20.8% | -98.2% | -90.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling