-100.0%
MYSZ vs SPY
+309.9%
-409.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.3% | +7.7% | +7.7% |
| 7D | -12.1% | -0.9% | -11.2% | -11.5% |
| 30D | -38.9% | -2.4% | -36.5% | -37.5% |
| 3M | -75.3% | -1.2% | -74.2% | -75.1% |
| 6M | -82.9% | +3.3% | -86.2% | -83.4% |
| YTD | -87.6% | +12.3% | -99.9% | -88.9% |
| 1Y | -91.9% | +12.4% | -104.3% | -92.7% |
| 3Y | -98.4% | +78.8% | -177.2% | -99.1% |
| 5Y | -100.0% | +75.2% | -175.1% | -100.0% |
| 10Y | -100.0% | +311.1% | -411.1% | -100.0% |
| All | -100.0% | +309.9% | -409.9% | -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