-15.6%
MMS vs SPY
+72.1%
-87.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.5% |
| 7D | -0.7% | +2.6% | -3.3% | -2.3% |
| 30D | +12.6% | -2.0% | +14.6% | +13.7% |
| 3M | +16.7% | -2.8% | +19.5% | +18.4% |
| 6M | +10.7% | +2.1% | +8.5% | +8.6% |
| YTD | -23.4% | +11.5% | -34.9% | -29.1% |
| 1Y | -17.6% | +13.5% | -31.1% | -24.7% |
| 3Y | -9.6% | +77.7% | -87.3% | -41.0% |
| All | -15.6% | +72.1% | -87.7% | -44.4% |
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