-96.7%
RMSG vs SPY
+88.7%
-185.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.3% |
| 7D | -8.8% | -0.4% | -8.4% | -8.6% |
| 30D | -12.9% | -1.4% | -11.6% | -12.3% |
| 3M | -54.7% | +3.7% | -58.4% | -55.3% |
| 6M | -42.8% | +13.0% | -55.8% | -46.7% |
| YTD | -76.1% | +12.4% | -88.5% | -77.7% |
| 1Y | -88.8% | +18.5% | -107.4% | -89.7% |
| 3Y | -97.1% | +77.6% | -174.7% | -97.4% |
| All | -96.7% | +88.7% | -185.4% | -97.0% |
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