+112.4%
MS vs SPYG
+63.1%
+49.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -1.3% |
| 7D | -1.6% | -3.6% | +2.1% | +1.6% |
| 30D | -3.8% | -11.2% | +7.4% | +6.3% |
| 3M | -14.6% | -8.1% | -6.5% | -8.3% |
| 6M | -5.1% | -3.3% | -1.8% | -2.4% |
| YTD | +4.5% | +5.5% | -1.0% | 0.0% |
| 1Y | +13.5% | +7.0% | +6.6% | +7.4% |
| 3Y | +160.4% | +89.5% | +70.9% | +55.7% |
| All | +112.4% | +63.1% | +49.3% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling