+420.6%
MESO vs SPY
+76.5%
+344.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -0.9% |
| 7D | -6.7% | -0.4% | -6.3% | -6.2% |
| 30D | -3.2% | -1.4% | -1.9% | -1.4% |
| 3M | +13.0% | +3.7% | +9.3% | +7.5% |
| 6M | +4.6% | +13.0% | -8.4% | -11.4% |
| YTD | -10.5% | +12.4% | -22.9% | -23.5% |
| 1Y | +7.6% | +18.5% | -10.9% | -13.9% |
| All | +420.6% | +76.5% | +344.1% | +147.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling