-98.2%
RMSG vs SPY
+87.8%
-186.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.4% | -6.6% |
| 7D | +1.1% | +3.3% | -2.2% | -0.3% |
| 30D | -26.5% | -2.7% | -23.8% | -25.5% |
| 3M | -52.8% | -1.7% | -51.0% | -52.2% |
| 6M | -87.8% | +3.1% | -90.8% | -88.0% |
| YTD | -86.7% | +11.9% | -98.6% | -87.5% |
| 1Y | -91.5% | +12.0% | -103.5% | -92.0% |
| 3Y | -98.4% | +78.2% | -176.6% | -98.6% |
| 5Y | -98.2% | +73.2% | -171.4% | -98.3% |
| All | -98.2% | +87.8% | -186.0% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling