+58.8%
MT vs SPY
+12.1%
+46.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.4% |
| 7D | +3.2% | +2.6% | +0.6% | -1.8% |
| 30D | +0.7% | -2.0% | +2.7% | +4.6% |
| 3M | -14.0% | -2.8% | -11.3% | -9.0% |
| 6M | -2.2% | +2.1% | -4.3% | -6.8% |
| YTD | +39.1% | +11.5% | +27.6% | +8.6% |
| 1Y | +58.8% | +13.5% | +45.4% | +22.1% |
| All | +58.8% | +12.1% | +46.8% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling