-100.0%
MYSZ vs SPY
+314.5%
-414.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.3% | -4.3% |
| 7D | -13.1% | +0.1% | -13.2% | -13.1% |
| 30D | -26.8% | +0.1% | -26.9% | -26.6% |
| 3M | -48.4% | +2.0% | -50.4% | -49.1% |
| 6M | -48.1% | +13.0% | -61.1% | -53.6% |
| YTD | -62.7% | +13.5% | -76.3% | -66.8% |
| 1Y | -76.5% | +20.0% | -96.4% | -80.0% |
| 3Y | -97.6% | +77.2% | -174.8% | -98.6% |
| 5Y | -99.9% | +81.9% | -181.8% | -99.9% |
| 10Y | -100.0% | +314.1% | -414.1% | -100.0% |
| All | -100.0% | +314.5% | -414.5% | -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 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