-100.0%
MYSZ vs SPY
+304.1%
-404.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.4% | -5.4% |
| 7D | -20.7% | -0.6% | -20.1% | -20.4% |
| 30D | -44.8% | -3.7% | -41.1% | -42.9% |
| 3M | -77.6% | -2.7% | -74.8% | -77.0% |
| 6M | -85.1% | +2.2% | -87.3% | -85.4% |
| YTD | -88.6% | +10.8% | -99.5% | -89.7% |
| 1Y | -92.7% | +11.2% | -103.9% | -93.4% |
| 3Y | -98.6% | +76.5% | -175.0% | -99.2% |
| 5Y | -100.0% | +72.9% | -172.9% | -100.0% |
| 10Y | -100.0% | +304.8% | -404.8% | -100.0% |
| All | -100.0% | +304.1% | -404.1% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling