-52.3%
MTUS vs SPY
+376.5%
-428.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -1.7% |
| 7D | -1.7% | -0.9% | -0.8% | +0.2% |
| 30D | -13.9% | -2.4% | -11.6% | -10.7% |
| 3M | -19.1% | -1.2% | -17.9% | -17.6% |
| 6M | -4.0% | +3.3% | -7.3% | -8.9% |
| YTD | +2.4% | +12.3% | -9.9% | -14.8% |
| 1Y | +10.5% | +12.4% | -1.9% | -8.5% |
| 3Y | -12.7% | +78.8% | -91.5% | -65.3% |
| 5Y | +13.3% | +75.2% | -61.9% | -52.3% |
| 10Y | +38.9% | +311.1% | -272.2% | -87.8% |
| All | -52.3% | +376.5% | -428.8% | -96.7% |
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