-95.3%
MYPS vs SPY
+125.0%
-220.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.6% |
| 7D | -5.6% | -0.4% | -5.3% | -5.3% |
| 30D | -27.6% | -1.4% | -26.2% | -26.6% |
| 3M | -15.7% | +3.7% | -19.4% | -18.7% |
| 6M | -0.8% | +13.0% | -13.8% | -13.4% |
| YTD | -25.6% | +12.4% | -38.0% | -34.6% |
| 1Y | -49.3% | +18.5% | -67.9% | -57.8% |
| 3Y | -85.7% | +77.6% | -163.4% | -92.2% |
| 5Y | -90.0% | +81.7% | -171.7% | -94.7% |
| All | -95.3% | +125.0% | -220.2% | -97.7% |
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 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