+641.4%
MCS vs SPY
+2,945.2%
-2,303.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.4% | +0.3% | +0.4% |
| 7D | -4.2% | -4.7% | +0.6% | +0.8% |
| 30D | +1.7% | -5.9% | +7.7% | +8.4% |
| 3M | -12.4% | -4.5% | -7.8% | -8.1% |
| 6M | +49.4% | +1.8% | +47.6% | +46.0% |
| YTD | +75.6% | +8.3% | +67.2% | +60.6% |
| 1Y | +77.7% | +9.3% | +68.3% | +60.8% |
| 3Y | +82.5% | +74.9% | +7.6% | -0.5% |
| 5Y | +37.4% | +67.3% | -29.8% | -23.3% |
| 10Y | +20.0% | +311.6% | -291.6% | -73.0% |
| All | +641.4% | +2,945.2% | -2,303.8% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling