+32.4%
MESO vs SPY
+307.0%
-274.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.8% |
| 7D | -7.0% | +2.6% | -9.6% | -10.3% |
| 30D | -3.8% | -2.0% | -1.8% | -1.4% |
| 3M | -19.5% | -2.8% | -16.7% | -16.5% |
| 6M | -9.9% | +2.1% | -12.1% | -12.8% |
| YTD | -26.4% | +11.5% | -37.9% | -36.8% |
| 1Y | -11.1% | +13.5% | -24.5% | -25.4% |
| 3Y | +418.4% | +77.7% | +340.7% | +136.0% |
| 5Y | +5.8% | +72.6% | -66.8% | -48.8% |
| All | +32.4% | +307.0% | -274.6% | -74.1% |
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