-87.3%
MYO vs SPY
+72.1%
-159.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +2.2% |
| 7D | +1.7% | +2.6% | -0.9% | -1.5% |
| 30D | -0.8% | -2.0% | +1.2% | +2.7% |
| 3M | -15.8% | -2.8% | -13.0% | -11.4% |
| 6M | +51.3% | +2.1% | +49.2% | +49.0% |
| YTD | +35.2% | +11.5% | +23.7% | +19.3% |
| 1Y | +52.2% | +13.5% | +38.8% | +32.2% |
| 3Y | -44.3% | +77.7% | -122.0% | -71.1% |
| All | -87.3% | +72.1% | -159.4% | -93.2% |
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 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