+101.7%
MTUS vs SPY
+322.5%
-220.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -1.0% |
| 7D | -3.5% | -0.8% | -2.7% | -2.4% |
| 30D | -11.4% | -1.1% | -10.4% | -10.0% |
| 3M | -7.1% | +3.9% | -10.9% | -12.2% |
| 6M | +20.9% | +13.6% | +7.2% | +0.5% |
| YTD | +12.1% | +12.7% | -0.6% | -5.8% |
| 1Y | +13.3% | +17.5% | -4.2% | -10.6% |
| 3Y | -6.8% | +76.9% | -83.7% | -59.4% |
| 5Y | +44.4% | +83.6% | -39.1% | -38.9% |
| All | +101.7% | +322.5% | -220.8% | -79.0% |
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