-78.7%
MRT vs SPY
+81.3%
-160.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.6% |
| 7D | +2.5% | -0.8% | +3.2% | +2.8% |
| 30D | +12.5% | -1.1% | +13.6% | +13.0% |
| 3M | +14.4% | +3.9% | +10.5% | +12.1% |
| 6M | -3.7% | +13.6% | -17.3% | -9.6% |
| YTD | -12.7% | +12.7% | -25.3% | -17.7% |
| 1Y | -16.5% | +17.5% | -34.0% | -22.9% |
| 3Y | +179.4% | +76.9% | +102.4% | +138.6% |
| 5Y | -78.8% | +83.6% | -162.4% | -81.6% |
| All | -78.7% | +81.3% | -160.0% | -81.5% |
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