-85.1%
MRAL vs SPY
+35.8%
-120.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +3.7% |
| 7D | +27.5% | -0.4% | +27.9% | +30.3% |
| 30D | +42.9% | -1.4% | +44.3% | +53.2% |
| 3M | -37.1% | +3.7% | -40.8% | -44.9% |
| 6M | +24.8% | +13.0% | +11.8% | -20.8% |
| YTD | -8.4% | +12.4% | -20.8% | -34.6% |
| 1Y | -77.3% | +18.5% | -95.8% | -85.8% |
| All | -85.1% | +35.8% | -120.9% | -93.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling