-37.3%
MYSE vs SPY
+78.7%
-116.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.4% | -7.5% | -7.5% |
| 7D | -15.2% | +3.3% | -18.5% | -17.6% |
| 30D | -35.8% | -2.7% | -33.1% | -34.0% |
| 3M | -59.4% | -1.7% | -57.6% | -58.6% |
| 6M | -37.6% | +3.1% | -40.7% | -39.1% |
| YTD | -38.0% | +11.9% | -49.9% | -43.3% |
| 1Y | -50.2% | +12.0% | -62.2% | -54.4% |
| All | -37.3% | +78.7% | -116.0% | -69.4% |
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