-96.9%
RMSG vs SPY
+80.4%
-177.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.5% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -6.1% | +0.1% | -6.2% | -6.1% |
| 3M | -68.1% | +2.0% | -70.1% | -69.0% |
| 6M | -40.5% | +13.0% | -53.5% | -49.2% |
| YTD | -74.0% | +13.5% | -87.5% | -77.8% |
| 1Y | -86.4% | +20.0% | -106.4% | -88.7% |
| All | -96.9% | +80.4% | -177.3% | -97.5% |
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