+174.8%
MS vs SPY
+78.0%
+96.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.8% | +0.1% |
| 7D | +0.7% | +0.1% | +0.7% | +0.8% |
| 30D | -0.9% | -3.3% | +2.4% | +3.7% |
| 3M | -13.0% | -2.4% | -10.6% | -10.0% |
| 6M | -2.0% | +2.6% | -4.5% | -4.7% |
| YTD | +7.8% | +11.2% | -3.5% | -5.1% |
| 1Y | +17.9% | +13.4% | +4.5% | +1.4% |
| 3Y | +174.8% | +79.9% | +94.9% | +38.4% |
| All | +174.8% | +78.0% | +96.8% | +38.4% |
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 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