+17.1%
MS vs SPYG
+9.1%
+8.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | 0.0% |
| 7D | -1.7% | -1.5% | -0.2% | -0.3% |
| 30D | +0.9% | -7.2% | +8.1% | +8.2% |
| 3M | -10.8% | -4.6% | -6.2% | -6.8% |
| 6M | +0.9% | -1.2% | +2.1% | +1.8% |
| YTD | +9.8% | +9.3% | +0.5% | +0.7% |
| 1Y | +17.1% | +8.8% | +8.2% | +8.1% |
| All | +17.1% | +9.1% | +8.0% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling