-84.6%
MYPS vs SPY
+80.4%
-165.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | +4.0% | +0.1% | +3.9% | +3.9% |
| 30D | -29.6% | +0.1% | -29.7% | -29.7% |
| 3M | 0.0% | +2.0% | -2.0% | -2.2% |
| 6M | +0.4% | +13.0% | -12.6% | -11.1% |
| YTD | -20.2% | +13.5% | -33.8% | -29.6% |
| 1Y | -46.2% | +20.0% | -66.1% | -55.0% |
| All | -84.6% | +80.4% | -165.0% | -91.8% |
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 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