-99.7%
MSS vs SPY
+87.7%
-187.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.3% |
| 7D | -5.6% | +0.1% | -5.7% | -5.7% |
| 30D | +2.0% | +0.1% | +2.0% | +2.0% |
| 3M | -73.5% | +2.0% | -75.5% | -73.9% |
| 6M | -86.9% | +13.0% | -99.9% | -88.2% |
| YTD | -90.5% | +13.5% | -104.0% | -91.5% |
| 1Y | -96.8% | +20.0% | -116.8% | -97.2% |
| All | -99.7% | +87.7% | -187.4% | -99.7% |
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