+3,850.6%
MMSI vs SPY
+3,091.8%
+758.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.5% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | +2.8% | +0.1% | +2.7% | +2.7% |
| 3M | +42.1% | +2.0% | +40.1% | +39.5% |
| 6M | +20.8% | +13.0% | +7.8% | +9.3% |
| YTD | +1.7% | +13.5% | -11.9% | -8.4% |
| 1Y | -2.8% | +20.0% | -22.7% | -16.3% |
| 3Y | +37.2% | +77.2% | -40.0% | -13.5% |
| 5Y | +22.8% | +81.9% | -59.1% | -24.3% |
| 10Y | +265.9% | +314.1% | -48.2% | +24.3% |
| All | +3,850.6% | +3,091.8% | +758.8% | +116.6% |
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 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