+240.2%
MT vs SPY
+304.1%
-63.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.6% | +2.8% |
| 7D | +8.7% | -0.6% | +9.3% | +9.6% |
| 30D | +2.4% | -3.7% | +6.1% | +8.2% |
| 3M | -11.1% | -2.7% | -8.4% | -7.4% |
| 6M | +6.3% | +2.2% | +4.2% | +3.7% |
| YTD | +45.1% | +10.8% | +34.3% | +27.5% |
| 1Y | +68.3% | +11.2% | +57.0% | +46.9% |
| 3Y | +215.9% | +76.5% | +139.5% | +39.5% |
| 5Y | +128.5% | +72.9% | +55.5% | +4.6% |
| 10Y | +240.2% | +304.8% | -64.6% | -57.1% |
| All | +240.2% | +304.1% | -63.9% | -57.1% |
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