-76.5%
MASS vs SPY
+119.1%
-195.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.4% | +6.6% | +4.9% |
| 7D | +12.7% | +0.1% | +12.7% | +13.1% |
| 30D | -4.5% | -3.3% | -1.2% | +2.4% |
| 3M | +29.6% | -2.4% | +32.0% | +36.8% |
| 6M | +40.9% | +2.6% | +38.3% | +36.9% |
| YTD | +119.2% | +11.2% | +108.0% | +85.6% |
| 1Y | +56.0% | +13.4% | +42.6% | +27.2% |
| 3Y | +132.3% | +79.9% | +52.4% | -20.4% |
| 5Y | -66.1% | +72.2% | -138.3% | -86.6% |
| All | -76.5% | +119.1% | -195.6% | -93.9% |
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