-95.9%
MYSE vs SPY
+81.0%
-176.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -0.9% |
| 7D | -4.8% | -0.4% | -4.5% | -4.5% |
| 30D | +12.7% | -1.4% | +14.1% | +14.4% |
| 3M | +80.9% | +3.7% | +77.2% | +72.8% |
| 6M | +55.4% | +13.0% | +42.4% | +35.0% |
| YTD | +60.8% | +12.4% | +48.4% | +40.8% |
| 1Y | +35.5% | +18.5% | +16.9% | +13.6% |
| 3Y | -46.1% | +77.6% | -123.7% | -72.4% |
| 5Y | -95.9% | +81.7% | -177.6% | -97.5% |
| All | -95.9% | +81.0% | -176.9% | -97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling