+1,506.5%
MMS vs SPY
+1,329.4%
+177.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -8.2% | +0.1% | -8.2% | -8.2% |
| 3M | -4.2% | +2.0% | -6.2% | -5.7% |
| 6M | -25.1% | +13.0% | -38.1% | -31.5% |
| YTD | -32.1% | +13.5% | -45.7% | -38.1% |
| 1Y | -33.6% | +20.0% | -53.5% | -41.7% |
| 3Y | -25.0% | +77.2% | -102.2% | -50.5% |
| 5Y | -28.8% | +81.9% | -110.7% | -54.1% |
| 10Y | +11.6% | +314.1% | -302.4% | -58.7% |
| All | +1,506.5% | +1,329.4% | +177.1% | +207.7% |
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 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