+90.2%
MCS vs SPY
+77.4%
+12.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | -6.0% | +0.1% | -6.1% | -6.1% |
| 30D | -11.2% | +0.1% | -11.2% | -11.2% |
| 3M | +36.0% | +2.0% | +34.0% | +34.0% |
| 6M | +57.0% | +13.0% | +44.0% | +44.2% |
| YTD | +78.0% | +13.5% | +64.4% | +62.9% |
| 1Y | +81.5% | +20.0% | +61.5% | +59.8% |
| All | +90.2% | +77.4% | +12.8% | +39.5% |
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