-97.9%
MLSS vs SPY
+2,012.4%
-2,110.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -4.4% | -4.7% | -6.9% |
| 7D | -6.2% | -4.7% | -1.5% | -3.8% |
| 30D | -18.9% | -5.9% | -13.0% | -16.3% |
| 3M | -36.2% | -4.5% | -31.6% | -34.6% |
| 6M | -25.0% | +1.8% | -26.8% | -25.4% |
| YTD | +11.1% | +8.3% | +2.8% | +7.3% |
| 1Y | -26.8% | +9.3% | -36.2% | -29.7% |
| 3Y | -64.7% | +74.9% | -139.6% | -72.6% |
| 5Y | -87.1% | +67.3% | -154.4% | -89.7% |
| 10Y | -83.8% | +311.6% | -395.3% | -90.6% |
| All | -97.9% | +2,012.4% | -2,110.3% | -99.2% |
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