+87.7%
MT vs SPY
+1,214.1%
-1,126.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +4.1% |
| 7D | +5.8% | +0.1% | +5.7% | +5.7% |
| 30D | +4.7% | +0.1% | +4.7% | +4.7% |
| 3M | +10.1% | +2.0% | +8.1% | +7.5% |
| 6M | +29.3% | +13.0% | +16.3% | +10.6% |
| YTD | +74.0% | +13.5% | +60.4% | +48.2% |
| 1Y | +140.2% | +20.0% | +120.2% | +89.5% |
| 3Y | +207.2% | +77.2% | +130.0% | +38.5% |
| 5Y | +152.5% | +81.9% | +70.6% | +9.9% |
| 10Y | +379.5% | +314.1% | +65.4% | -27.5% |
| All | +87.7% | +1,214.1% | -1,126.4% | -89.3% |
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