-82.8%
MLSS vs SPY
+307.0%
-389.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.4% | +7.3% | +7.2% |
| 7D | +3.3% | +2.6% | +0.7% | +1.0% |
| 30D | -8.8% | -2.0% | -6.8% | -6.9% |
| 3M | -43.6% | -2.8% | -40.9% | -42.1% |
| 6M | -11.4% | +2.1% | -13.6% | -12.6% |
| YTD | +14.8% | +11.5% | +3.3% | +4.9% |
| 1Y | -18.4% | +13.5% | -31.9% | -26.7% |
| 3Y | -63.5% | +77.7% | -141.2% | -77.7% |
| 5Y | -87.2% | +72.6% | -159.9% | -91.9% |
| All | -82.8% | +307.0% | -389.8% | -96.9% |
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