-95.7%
MRAL vs SPY
+34.7%
-130.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.7% | -4.2% |
| 7D | +18.3% | +2.6% | +15.7% | +4.8% |
| 30D | -35.4% | -2.0% | -33.4% | -23.3% |
| 3M | -56.2% | -2.8% | -53.4% | -44.4% |
| 6M | -81.5% | +2.1% | -83.6% | -80.1% |
| YTD | -73.8% | +11.5% | -85.3% | -78.6% |
| 1Y | -88.1% | +13.5% | -101.6% | -90.8% |
| All | -95.7% | +34.7% | -130.5% | -97.7% |
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