+3,719.7%
MMSI vs SPY
+3,034.0%
+685.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | -0.7% | +2.6% | -3.3% | -2.7% |
| 30D | -0.6% | -2.0% | +1.4% | +1.0% |
| 3M | -4.3% | -2.8% | -1.5% | -2.2% |
| 6M | +38.3% | +2.1% | +36.2% | +35.6% |
| YTD | -1.7% | +11.5% | -13.2% | -10.2% |
| 1Y | -0.9% | +13.5% | -14.3% | -10.8% |
| 3Y | +22.1% | +77.7% | -55.6% | -23.2% |
| 5Y | +27.7% | +72.6% | -44.9% | -17.9% |
| 10Y | +276.7% | +308.2% | -31.5% | +29.2% |
| All | +3,719.7% | +3,034.0% | +685.7% | +112.4% |
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 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