-97.8%
MRNO vs SPY
+89.4%
-187.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.9% |
| 7D | +2.4% | +0.5% | +1.8% | +2.4% |
| 30D | +1.4% | -0.9% | +2.4% | +1.5% |
| 3M | -32.6% | +3.9% | -36.5% | -32.6% |
| 6M | -61.9% | +14.5% | -76.5% | -62.2% |
| YTD | -62.8% | +12.9% | -75.7% | -63.0% |
| 1Y | -95.8% | +19.4% | -115.2% | -95.8% |
| 3Y | -98.0% | +78.5% | -176.5% | -97.9% |
| All | -97.8% | +89.4% | -187.2% | -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 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