+578.8%
MS vs SPYG
+401.0%
+177.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.4% | +0.5% |
| 7D | +0.7% | 0.0% | +0.7% | +0.8% |
| 30D | -0.9% | -8.4% | +7.5% | +8.0% |
| 3M | -13.0% | -6.2% | -6.7% | -7.3% |
| 6M | -2.0% | -1.8% | -0.2% | -0.4% |
| YTD | +7.8% | +8.4% | -0.6% | -0.6% |
| 1Y | +17.9% | +10.1% | +7.8% | +7.0% |
| 3Y | +174.8% | +94.9% | +79.8% | +39.5% |
| 5Y | +119.9% | +68.5% | +51.4% | +28.3% |
| 10Y | +578.8% | +392.2% | +186.6% | +25.0% |
| All | +578.8% | +401.0% | +177.8% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling