+65.2%
MMS vs SPY
+315.0%
-249.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -1.5% |
| 7D | -1.4% | +0.1% | -1.4% | -1.6% |
| 30D | +10.5% | -3.3% | +13.8% | +13.0% |
| 3M | +11.6% | -2.4% | +14.0% | +13.3% |
| 6M | +3.3% | +2.6% | +0.7% | +0.6% |
| YTD | -22.7% | +11.2% | -34.0% | -29.4% |
| 1Y | -20.4% | +13.4% | -33.8% | -28.4% |
| 3Y | -8.4% | +79.9% | -88.3% | -44.2% |
| 5Y | -17.1% | +72.2% | -89.2% | -48.0% |
| 10Y | +65.2% | +307.3% | -242.1% | -53.2% |
| All | +65.2% | +315.0% | -249.8% | -53.2% |
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 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