-92.2%
MYSE vs SPY
+83.5%
-175.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -1.0% |
| 7D | -5.3% | -0.8% | -4.6% | -4.5% |
| 30D | +2.3% | -1.1% | +3.4% | +3.5% |
| 3M | +42.0% | +3.9% | +38.2% | +35.2% |
| 6M | +42.8% | +13.6% | +29.2% | +22.8% |
| YTD | +56.1% | +12.7% | +43.5% | +35.9% |
| 1Y | +29.6% | +17.5% | +12.1% | +9.2% |
| 3Y | -48.7% | +76.9% | -125.6% | -74.1% |
| 5Y | -95.8% | +83.6% | -179.4% | -97.3% |
| All | -92.2% | +83.5% | -175.7% | -94.8% |
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 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