-97.0%
MYSE vs SPY
+81.6%
-178.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.4% |
| 7D | -18.3% | +2.6% | -20.8% | -20.7% |
| 30D | -30.9% | -2.0% | -28.9% | -29.0% |
| 3M | -59.3% | -2.8% | -56.5% | -57.8% |
| 6M | -37.6% | +2.1% | -39.7% | -39.1% |
| YTD | -39.8% | +11.5% | -51.3% | -46.8% |
| 1Y | -48.8% | +13.5% | -62.2% | -55.4% |
| 3Y | -39.1% | +77.7% | -116.8% | -69.7% |
| 5Y | -98.5% | +72.6% | -171.1% | -99.2% |
| All | -97.0% | +81.6% | -178.6% | -98.0% |
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