-23.3%
MMS vs SPY
+77.4%
-100.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | -8.2% | +0.1% | -8.2% | -8.2% |
| 3M | -4.2% | +2.0% | -6.2% | -5.1% |
| 6M | -25.1% | +13.0% | -38.1% | -29.8% |
| YTD | -32.1% | +13.5% | -45.7% | -36.5% |
| 1Y | -33.6% | +20.0% | -53.5% | -39.7% |
| All | -23.3% | +77.4% | -100.6% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling