+26.5%
MYI vs SPY
+307.0%
-280.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.4% |
| 7D | -1.9% | +2.6% | -4.5% | -2.5% |
| 30D | +6.7% | -2.0% | +8.7% | +7.1% |
| 3M | -5.7% | -2.8% | -2.9% | -5.1% |
| 6M | -4.4% | +2.1% | -6.5% | -4.9% |
| YTD | -2.2% | +11.5% | -13.6% | -4.8% |
| 1Y | -2.8% | +13.5% | -16.3% | -5.9% |
| 3Y | +19.7% | +77.7% | -58.0% | +3.7% |
| 5Y | -10.0% | +72.6% | -82.6% | -22.0% |
| All | +26.5% | +307.0% | -280.5% | -14.5% |
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