-96.4%
RMSG vs SPY
+90.6%
-187.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.3% |
| 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% | -68.5% |
| 6M | -40.5% | +13.0% | -53.5% | -44.7% |
| YTD | -74.0% | +13.5% | -87.5% | -75.8% |
| 1Y | -86.4% | +20.0% | -106.4% | -87.5% |
| 3Y | -96.9% | +77.2% | -174.0% | -97.2% |
| All | -96.4% | +90.6% | -187.0% | -96.8% |
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