-99.8%
MSS vs SPY
+75.1%
-174.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.3% | +7.7% | +7.7% |
| 7D | +4.4% | -2.7% | +7.1% | +8.5% |
| 30D | -36.5% | -5.4% | -31.1% | -32.2% |
| 3M | -21.5% | -4.1% | -17.4% | -17.2% |
| 6M | -84.7% | +0.7% | -85.5% | -84.6% |
| YTD | -93.3% | +8.7% | -102.0% | -93.8% |
| 1Y | -96.0% | +10.9% | -106.9% | -96.4% |
| 3Y | -99.8% | +75.0% | -174.7% | -99.9% |
| All | -99.8% | +75.1% | -174.8% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling