+37.4%
MCS vs SPY
+67.0%
-29.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.4% | +0.3% | -1.0% |
| 7D | -4.2% | -4.7% | +0.6% | -0.8% |
| 30D | +1.7% | -5.9% | +7.7% | +6.3% |
| 3M | -12.4% | -4.5% | -7.8% | -9.4% |
| 6M | +49.4% | +1.8% | +47.6% | +47.2% |
| YTD | +75.6% | +8.3% | +67.2% | +65.4% |
| 1Y | +77.7% | +9.3% | +68.3% | +66.2% |
| 3Y | +82.5% | +74.9% | +7.6% | +22.1% |
| 5Y | +37.4% | +67.3% | -29.8% | -1.8% |
| All | +37.4% | +67.0% | -29.6% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling