+72.4%
MASS vs SPY
+78.1%
-5.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | 0.0% |
| 7D | -7.8% | +2.6% | -10.4% | -10.9% |
| 30D | -17.7% | -2.0% | -15.7% | -14.4% |
| 3M | -3.7% | -2.8% | -0.9% | +1.4% |
| 6M | +29.2% | +2.1% | +27.0% | +27.6% |
| YTD | +85.5% | +11.5% | +74.0% | +63.3% |
| 1Y | +67.6% | +13.5% | +54.2% | +44.3% |
| 3Y | +72.4% | +77.7% | -5.3% | -49.3% |
| All | +72.4% | +78.1% | -5.7% | -49.3% |
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 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