+98.1%
MT vs SPY
+67.4%
+30.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.5% |
| 7D | +2.0% | -2.7% | +4.7% | +5.4% |
| 30D | -2.2% | -5.4% | +3.2% | +5.0% |
| 3M | -16.5% | -4.1% | -12.5% | -12.0% |
| 6M | -2.9% | +0.7% | -3.6% | -3.1% |
| YTD | +34.7% | +8.7% | +26.1% | +23.7% |
| 1Y | +63.3% | +10.9% | +52.4% | +46.4% |
| 3Y | +174.4% | +75.0% | +99.4% | +42.7% |
| All | +98.1% | +67.4% | +30.7% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling