+70.7%
MESO vs SPY
+318.9%
-248.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.1% |
| 7D | -9.6% | -2.0% | -7.6% | -7.0% |
| 30D | -8.4% | -1.7% | -6.7% | -6.2% |
| 3M | +12.3% | +4.7% | +7.6% | +5.2% |
| 6M | -1.5% | +12.5% | -14.0% | -16.3% |
| YTD | -14.1% | +11.7% | -25.8% | -26.1% |
| 1Y | -0.4% | +17.5% | -17.9% | -19.8% |
| 3Y | +409.9% | +76.6% | +333.3% | +135.9% |
| 5Y | +24.4% | +82.0% | -57.6% | -43.9% |
| All | +70.7% | +318.9% | -248.2% | -67.1% |
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 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