-99.4%
MASK vs SPY
+31.6%
-131.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.4% | -2.6% |
| 7D | +16.5% | -0.9% | +17.4% | +16.7% |
| 30D | -45.2% | -2.4% | -42.8% | -43.7% |
| 3M | -70.7% | -1.2% | -69.6% | -70.4% |
| 6M | -78.1% | +3.3% | -81.4% | -79.2% |
| YTD | -92.1% | +12.3% | -104.4% | -93.3% |
| 1Y | -96.3% | +12.4% | -108.7% | -96.9% |
| All | -99.4% | +31.6% | -131.0% | -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