-88.8%
RMSG vs SPY
+18.8%
-107.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -4.4% |
| 7D | -8.8% | -0.4% | -8.4% | -8.0% |
| 30D | -12.9% | -1.4% | -11.6% | -9.7% |
| 3M | -54.7% | +3.7% | -58.4% | -58.4% |
| 6M | -42.8% | +13.0% | -55.8% | -68.9% |
| YTD | -76.1% | +12.4% | -88.5% | -87.0% |
| 1Y | -88.8% | +18.5% | -107.4% | -93.8% |
| All | -88.8% | +18.8% | -107.6% | -93.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling