+31.6%
MCS vs SPY
+311.3%
-279.7%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.1% |
| 7D | -2.5% | +0.5% | -3.0% | -3.0% |
| 30D | -11.4% | -0.9% | -10.4% | -10.5% |
| 3M | +33.5% | +3.9% | +29.6% | +28.1% |
| 6M | +57.1% | +14.5% | +42.6% | +36.4% |
| YTD | +76.8% | +12.9% | +63.8% | +55.6% |
| 1Y | +73.2% | +19.4% | +53.9% | +43.7% |
| 3Y | +94.1% | +78.5% | +15.7% | +3.9% |
| 5Y | +93.8% | +81.8% | +12.1% | -0.2% |
| 10Y | +31.6% | +311.5% | -279.9% | -73.2% |
| All | +31.6% | +311.3% | -279.7% | -73.2% |
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