-95.8%
MYPS vs SPY
+124.8%
-220.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.3% | -9.3% | -9.2% |
| 7D | -4.0% | -0.9% | -3.1% | -3.7% |
| 30D | +1.4% | -2.4% | +3.8% | +3.2% |
| 3M | -31.9% | -1.2% | -30.8% | -31.6% |
| 6M | -16.4% | +3.3% | -19.7% | -20.1% |
| YTD | -34.2% | +12.3% | -46.5% | -42.5% |
| 1Y | -39.8% | +12.4% | -52.3% | -47.4% |
| 3Y | -82.3% | +78.8% | -161.2% | -90.4% |
| 5Y | -89.6% | +75.2% | -164.8% | -94.4% |
| All | -95.8% | +124.8% | -220.6% | -98.0% |
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