-96.9%
MYSE vs SPY
+82.2%
-179.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.4% | -7.5% | -7.4% |
| 7D | -15.2% | +3.3% | -18.5% | -18.4% |
| 30D | -35.8% | -2.7% | -33.1% | -33.4% |
| 3M | -59.4% | -1.7% | -57.6% | -58.4% |
| 6M | -37.6% | +3.1% | -40.7% | -39.8% |
| YTD | -38.0% | +11.9% | -49.9% | -45.4% |
| 1Y | -50.2% | +12.0% | -62.2% | -56.1% |
| 3Y | -38.0% | +78.2% | -116.2% | -69.2% |
| 5Y | -98.4% | +73.2% | -171.7% | -99.2% |
| All | -96.9% | +82.2% | -179.2% | -97.9% |
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