-47.1%
MYSE vs SPY
+76.5%
-123.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.0% |
| 7D | -4.8% | -0.4% | -4.5% | -4.6% |
| 30D | +12.7% | -1.4% | +14.1% | +14.1% |
| 3M | +80.9% | +3.7% | +77.2% | +74.2% |
| 6M | +55.4% | +13.0% | +42.4% | +38.7% |
| YTD | +60.8% | +12.4% | +48.4% | +44.6% |
| 1Y | +35.5% | +18.5% | +16.9% | +18.4% |
| All | -47.1% | +76.5% | -123.7% | -74.7% |
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 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