-20.0%
MESO vs SPY
+798.1%
-818.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.8% | -4.7% |
| 7D | -0.7% | +0.5% | -1.2% | -1.3% |
| 30D | +2.8% | -0.9% | +3.8% | +4.0% |
| 3M | +18.8% | +3.9% | +14.9% | +13.4% |
| 6M | +3.4% | +14.5% | -11.1% | -12.1% |
| YTD | -9.1% | +12.9% | -22.1% | -21.3% |
| 1Y | +12.6% | +19.4% | -6.7% | -8.4% |
| 3Y | +439.1% | +78.5% | +360.7% | +175.8% |
| 5Y | +25.9% | +81.8% | -55.9% | -35.8% |
| 10Y | +67.6% | +311.5% | -243.9% | -61.2% |
| All | -20.0% | +798.1% | -818.1% | -90.7% |
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