+16.2%
MCS vs SPY
+312.9%
-296.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.8% |
| 7D | +0.8% | -2.7% | +3.5% | +3.6% |
| 30D | +0.3% | -5.4% | +5.7% | +6.1% |
| 3M | -12.4% | -4.1% | -8.3% | -8.7% |
| 6M | +49.8% | +0.7% | +49.1% | +48.1% |
| YTD | +74.7% | +8.7% | +66.0% | +59.7% |
| 1Y | +80.4% | +10.9% | +69.5% | +61.4% |
| 3Y | +82.9% | +75.0% | +7.9% | -0.2% |
| 5Y | +36.7% | +67.8% | -31.1% | -22.9% |
| All | +16.2% | +312.9% | -296.6% | -77.3% |
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 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