+67.6%
MASS vs SPY
+12.1%
+55.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | +0.2% |
| 7D | -7.8% | +2.6% | -10.4% | -11.8% |
| 30D | -17.7% | -2.0% | -15.7% | -13.8% |
| 3M | -3.7% | -2.8% | -0.9% | +2.2% |
| 6M | +29.2% | +2.1% | +27.0% | +28.0% |
| YTD | +85.5% | +11.5% | +74.0% | +56.4% |
| 1Y | +67.6% | +13.5% | +54.2% | +36.3% |
| All | +67.6% | +12.1% | +55.6% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling