+8.6%
MMS vs SPY
+311.3%
-302.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.9% |
| 7D | -2.3% | +0.5% | -2.8% | -2.7% |
| 30D | -4.3% | -0.9% | -3.3% | -3.6% |
| 3M | -5.0% | +3.9% | -8.9% | -8.0% |
| 6M | -27.0% | +14.5% | -41.5% | -34.5% |
| YTD | -33.7% | +12.9% | -46.6% | -39.9% |
| 1Y | -35.0% | +19.4% | -54.3% | -43.6% |
| 3Y | -24.8% | +78.5% | -103.2% | -53.6% |
| 5Y | -29.1% | +81.8% | -110.9% | -57.3% |
| 10Y | +8.6% | +311.5% | -302.9% | -67.7% |
| All | +8.6% | +311.3% | -302.7% | -67.7% |
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 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