-99.4%
MASK vs SPY
+31.1%
-130.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.8% | -2.7% |
| 7D | -2.1% | +3.3% | -5.4% | -5.8% |
| 30D | -46.2% | -2.7% | -43.5% | -44.6% |
| 3M | -70.2% | -1.7% | -68.4% | -69.7% |
| 6M | -77.3% | +3.1% | -80.4% | -78.4% |
| YTD | -92.3% | +11.9% | -104.2% | -93.5% |
| 1Y | -96.5% | +12.0% | -108.5% | -97.0% |
| All | -99.4% | +31.1% | -130.6% | -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