-98.3%
RMSG vs SPY
+86.0%
-184.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.2% |
| 7D | -8.1% | -0.6% | -7.5% | -7.7% |
| 30D | -43.0% | -3.7% | -39.3% | -41.9% |
| 3M | -53.9% | -2.7% | -51.2% | -53.2% |
| 6M | -87.6% | +2.2% | -89.8% | -87.8% |
| YTD | -87.3% | +10.8% | -98.2% | -88.1% |
| 1Y | -91.6% | +11.2% | -102.9% | -92.1% |
| 3Y | -98.5% | +76.5% | -175.0% | -98.6% |
| 5Y | -98.3% | +72.9% | -171.2% | -98.4% |
| All | -98.3% | +86.0% | -184.3% | -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 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