-77.8%
MLSS vs SPY
+82.0%
-159.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | -6.0% | +0.1% | -6.1% | -6.1% |
| 30D | 0.0% | +0.1% | -0.1% | 0.0% |
| 3M | +9.3% | +2.0% | +7.3% | +7.3% |
| 6M | +62.1% | +13.0% | +49.1% | +42.5% |
| YTD | +74.1% | +13.5% | +60.5% | +52.0% |
| 1Y | -24.2% | +20.0% | -44.2% | -37.9% |
| 3Y | -56.5% | +77.2% | -133.7% | -77.0% |
| All | -77.8% | +82.0% | -159.9% | -87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling