-99.4%
MASK vs SPY
+30.4%
-129.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.8% | +2.3% |
| 7D | +25.0% | +0.1% | +24.9% | +23.3% |
| 30D | -38.9% | -3.3% | -35.6% | -36.5% |
| 3M | -68.6% | -2.4% | -66.1% | -67.8% |
| 6M | -83.9% | +2.6% | -86.4% | -84.6% |
| YTD | -91.5% | +11.2% | -102.7% | -92.8% |
| 1Y | -96.1% | +13.4% | -109.5% | -96.7% |
| All | -99.4% | +30.4% | -129.7% | -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