+6,288.2%
MS vs SPY
+3,100.9%
+3,187.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.9% |
| 7D | +1.4% | +0.1% | +1.3% | +1.2% |
| 30D | -0.3% | +0.1% | -0.3% | -0.3% |
| 3M | +0.3% | +2.0% | -1.7% | -3.1% |
| 6M | +31.3% | +13.0% | +18.3% | +6.5% |
| YTD | +24.7% | +13.5% | +11.1% | +0.6% |
| 1Y | +47.9% | +20.0% | +27.9% | +8.5% |
| 3Y | +178.3% | +77.2% | +101.1% | +3.2% |
| 5Y | +144.9% | +81.9% | +63.0% | -16.5% |
| 10Y | +804.5% | +314.1% | +490.5% | -31.2% |
| All | +6,288.2% | +3,100.9% | +3,187.3% | -59.7% |
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