-98.2%
RMSG vs SPY
+71.5%
-169.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +1.8% |
| 7D | -1.1% | +0.1% | -1.2% | -1.0% |
| 30D | -41.0% | -3.3% | -37.7% | -40.0% |
| 3M | -53.5% | -2.4% | -51.1% | -52.9% |
| 6M | -87.2% | +2.6% | -89.7% | -87.4% |
| YTD | -86.9% | +11.2% | -98.1% | -87.7% |
| 1Y | -91.2% | +13.4% | -104.6% | -91.8% |
| 3Y | -98.4% | +79.9% | -178.3% | -98.6% |
| 5Y | -98.2% | +72.2% | -170.4% | -98.4% |
| All | -98.2% | +71.5% | -169.7% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling