-99.4%
MASK vs SPY
+27.4%
-126.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +2.8% |
| 7D | -18.8% | -2.7% | -16.1% | -16.9% |
| 30D | -42.6% | -5.4% | -37.3% | -38.9% |
| 3M | -68.5% | -4.1% | -64.5% | -67.1% |
| 6M | -79.9% | +0.7% | -80.6% | -80.3% |
| YTD | -91.9% | +8.7% | -100.6% | -92.9% |
| 1Y | -96.6% | +10.9% | -107.5% | -97.0% |
| All | -99.4% | +27.4% | -126.8% | -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