-99.4%
MASK vs SPY
+29.9%
-129.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.4% |
| 7D | +15.6% | -0.6% | +16.2% | +15.0% |
| 30D | -42.5% | -3.7% | -38.8% | -40.0% |
| 3M | -69.5% | -2.7% | -66.7% | -68.6% |
| 6M | -84.8% | +2.2% | -87.0% | -85.4% |
| YTD | -92.0% | +10.8% | -102.8% | -93.1% |
| 1Y | -96.3% | +11.2% | -107.6% | -96.9% |
| All | -99.4% | +29.9% | -129.3% | -99.5% |
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