+427.2%
MYI vs SPY
+3,091.8%
-2,664.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | -2.4% | +0.1% | -2.4% | -2.4% |
| 3M | -2.5% | +2.0% | -4.5% | -2.9% |
| 6M | -3.9% | +13.0% | -16.9% | -6.0% |
| YTD | +0.3% | +13.5% | -13.2% | -2.0% |
| 1Y | +5.3% | +20.0% | -14.7% | +1.9% |
| 3Y | +20.1% | +77.2% | -57.1% | +8.2% |
| 5Y | -8.0% | +81.9% | -89.8% | -17.9% |
| 10Y | +13.1% | +314.1% | -301.0% | -12.8% |
| All | +427.2% | +3,091.8% | -2,664.6% | +125.9% |
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 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