-50.6%
MNSO vs SPY
+140.5%
-191.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.9% |
| 7D | -5.1% | -0.8% | -4.4% | -4.2% |
| 30D | -23.8% | -1.1% | -22.7% | -22.8% |
| 3M | -31.3% | +3.9% | -35.2% | -34.6% |
| 6M | -45.0% | +13.6% | -58.6% | -53.1% |
| YTD | -50.5% | +12.7% | -63.1% | -57.4% |
| 1Y | -63.3% | +17.5% | -80.8% | -70.0% |
| 3Y | -65.2% | +76.9% | -142.1% | -83.2% |
| 5Y | -25.6% | +83.6% | -109.2% | -64.2% |
| All | -50.6% | +140.5% | -191.1% | -82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling