-98.0%
MRNO vs SPY
+89.0%
-187.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.8% | -3.9% |
| 7D | -6.6% | -0.8% | -5.9% | -6.6% |
| 30D | -8.8% | -1.1% | -7.7% | -8.8% |
| 3M | -39.4% | +3.9% | -43.2% | -39.4% |
| 6M | -77.0% | +13.6% | -90.6% | -77.1% |
| YTD | -65.9% | +12.7% | -78.6% | -66.1% |
| 1Y | -93.9% | +17.5% | -111.4% | -93.9% |
| 3Y | -98.2% | +76.9% | -175.1% | -98.1% |
| All | -98.0% | +89.0% | -187.0% | -97.9% |
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