-99.8%
MSS vs SPY
+85.0%
-184.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.2% |
| 7D | -0.1% | +3.3% | -3.4% | -3.1% |
| 30D | -36.8% | -2.7% | -34.1% | -34.7% |
| 3M | -30.5% | -1.7% | -28.8% | -28.8% |
| 6M | -82.5% | +3.1% | -85.6% | -82.8% |
| YTD | -93.8% | +11.9% | -105.7% | -94.4% |
| 1Y | -96.1% | +12.0% | -108.1% | -96.4% |
| 3Y | -99.8% | +78.2% | -178.0% | -99.8% |
| All | -99.8% | +85.0% | -184.8% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling