-95.4%
MYPS vs SPY
+122.7%
-218.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | -1.5% |
| 7D | +3.2% | +0.1% | +3.1% | +2.6% |
| 30D | +14.7% | -3.3% | +18.0% | +18.0% |
| 3M | -32.6% | -2.4% | -30.2% | -31.4% |
| 6M | +1.6% | +2.6% | -0.9% | -2.1% |
| YTD | -27.7% | +11.2% | -38.9% | -36.1% |
| 1Y | -41.1% | +13.4% | -54.5% | -49.0% |
| 3Y | -81.0% | +79.9% | -160.9% | -89.8% |
| 5Y | -89.5% | +72.2% | -161.7% | -94.2% |
| All | -95.4% | +122.7% | -218.1% | -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 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