+161.8%
MS vs SPY
+74.5%
+87.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.4% | -1.5% | -0.2% |
| 7D | -3.4% | -4.7% | +1.3% | +3.0% |
| 30D | -3.9% | -5.9% | +2.0% | +4.2% |
| 3M | -15.9% | -4.5% | -11.4% | -10.5% |
| 6M | -2.5% | +1.8% | -4.3% | -4.2% |
| YTD | +5.1% | +8.3% | -3.2% | -4.3% |
| 1Y | +13.0% | +9.3% | +3.6% | +1.8% |
| All | +161.8% | +74.5% | +87.3% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling