-98.4%
RMSG vs SPY
+78.0%
-176.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +0.5% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -41.0% | -3.3% | -37.7% | -38.9% |
| 3M | -53.5% | -2.4% | -51.1% | -52.2% |
| 6M | -87.2% | +2.6% | -89.7% | -87.7% |
| YTD | -86.9% | +11.2% | -98.1% | -88.7% |
| 1Y | -91.2% | +13.4% | -104.6% | -92.4% |
| 3Y | -98.4% | +79.9% | -178.3% | -98.7% |
| All | -98.4% | +78.0% | -176.5% | -98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling