-100.0%
MYSZ vs SPY
+306.1%
-406.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +2.4% | -10.9% | -10.7% |
| 7D | -22.9% | +0.1% | -23.0% | -23.2% |
| 30D | -41.4% | -3.3% | -38.1% | -39.6% |
| 3M | -76.5% | -2.4% | -74.1% | -76.0% |
| 6M | -84.2% | +2.6% | -86.8% | -84.6% |
| YTD | -87.9% | +11.2% | -99.2% | -89.1% |
| 1Y | -92.1% | +13.4% | -105.5% | -93.0% |
| 3Y | -98.4% | +79.9% | -178.3% | -99.1% |
| 5Y | -100.0% | +72.2% | -172.1% | -100.0% |
| 10Y | -100.0% | +307.3% | -407.3% | -100.0% |
| All | -100.0% | +306.1% | -406.1% | -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 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