+112.4%
MS vs SPOT
+110.1%
+2.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.2% |
| 7D | -1.6% | +1.6% | -3.2% | -1.8% |
| 30D | -3.8% | +17.6% | -21.3% | -6.7% |
| 3M | -14.6% | +26.9% | -41.5% | -18.6% |
| 6M | -5.1% | +41.8% | -46.9% | -12.1% |
| YTD | +4.5% | +3.8% | +0.7% | +2.1% |
| 1Y | +13.5% | -2.5% | +16.0% | +12.3% |
| 3Y | +160.4% | +260.6% | -100.2% | +90.9% |
| All | +112.4% | +110.1% | +2.3% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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