+673.1%
MCS vs SPY
+3,085.7%
-2,412.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.3% | +1.2% |
| 7D | -0.6% | -0.7% | +0.1% | +0.2% |
| 30D | +5.2% | -1.0% | +6.2% | +6.4% |
| 3M | -9.6% | -0.3% | -9.3% | -9.3% |
| 6M | +64.7% | +7.3% | +57.4% | +52.5% |
| YTD | +83.1% | +13.3% | +69.8% | +59.9% |
| 1Y | +95.5% | +14.8% | +80.7% | +68.4% |
| 3Y | +90.3% | +82.9% | +7.3% | -1.0% |
| 5Y | +50.7% | +75.6% | -24.9% | -20.0% |
| 10Y | +25.1% | +330.5% | -305.4% | -73.1% |
| All | +673.1% | +3,085.7% | -2,412.6% | -48.1% |
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