-96.8%
MASK vs SPY
+14.6%
-111.4%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.4% | -8.3% |
| 7D | -42.3% | -0.7% | -41.5% | -40.0% |
| 30D | -49.4% | -1.0% | -48.4% | -47.0% |
| 3M | -70.7% | -0.3% | -70.4% | -70.4% |
| 6M | -71.7% | +7.3% | -79.1% | -80.6% |
| YTD | -93.2% | +13.3% | -106.5% | -97.0% |
| 1Y | -96.8% | +14.8% | -111.6% | -98.6% |
| All | -96.8% | +14.6% | -111.4% | -98.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling