-96.5%
RMSG vs SPY
+89.5%
-186.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.3% |
| 7D | 0.0% | +0.5% | -0.5% | -0.2% |
| 30D | -10.2% | -0.9% | -9.3% | -9.8% |
| 3M | -55.5% | +3.9% | -59.4% | -56.1% |
| 6M | -39.9% | +14.5% | -54.4% | -44.2% |
| YTD | -74.7% | +12.9% | -87.6% | -76.4% |
| 1Y | -88.1% | +19.4% | -107.4% | -89.0% |
| 3Y | -96.9% | +78.5% | -175.4% | -97.2% |
| All | -96.5% | +89.5% | -186.1% | -96.9% |
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