-91.8%
MYSE vs SPY
+84.9%
-176.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +3.3% | +0.1% | +3.2% | +3.1% |
| 30D | +20.5% | +0.1% | +20.5% | +20.4% |
| 3M | +74.1% | +2.0% | +72.1% | +69.5% |
| 6M | +54.1% | +13.0% | +41.1% | +33.3% |
| YTD | +64.9% | +13.5% | +51.4% | +42.2% |
| 1Y | +47.6% | +20.0% | +27.7% | +21.5% |
| 3Y | -38.8% | +77.2% | -116.0% | -69.2% |
| 5Y | -96.4% | +81.9% | -178.2% | -97.2% |
| All | -91.8% | +84.9% | -176.7% | -94.6% |
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