-80.2%
MASS vs SPY
+121.3%
-201.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -0.4% |
| 7D | -6.2% | -0.4% | -5.8% | -5.7% |
| 30D | +10.1% | -1.4% | +11.5% | +12.6% |
| 3M | +21.3% | +3.7% | +17.6% | +13.5% |
| 6M | +52.2% | +13.0% | +39.2% | +24.3% |
| YTD | +84.6% | +12.4% | +72.2% | +51.6% |
| 1Y | +71.5% | +18.5% | +53.0% | +28.2% |
| 3Y | +51.2% | +77.6% | -26.5% | -47.2% |
| 5Y | -73.0% | +81.7% | -154.7% | -90.4% |
| All | -80.2% | +121.3% | -201.6% | -95.0% |
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