-99.4%
MASK vs SPY
+27.0%
-126.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.2% | -4.4% | +19.7% | +20.5% |
| 7D | -30.5% | -4.7% | -25.8% | -26.7% |
| 30D | -43.3% | -5.9% | -37.4% | -39.2% |
| 3M | -67.9% | -4.5% | -63.3% | -66.2% |
| 6M | -77.4% | +1.8% | -79.2% | -78.1% |
| YTD | -92.2% | +8.3% | -100.5% | -93.1% |
| 1Y | -96.4% | +9.3% | -105.7% | -96.8% |
| All | -99.4% | +27.0% | -126.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling