+397.7%
MS vs SPYG
+564.9%
-167.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +1.4% | +0.4% | +1.0% | +0.9% |
| 30D | -0.3% | -0.4% | +0.2% | +0.3% |
| 3M | +0.3% | +0.5% | -0.2% | -0.9% |
| 6M | +31.3% | +17.5% | +13.9% | +5.2% |
| YTD | +24.7% | +14.3% | +10.3% | +3.6% |
| 1Y | +47.9% | +21.7% | +26.2% | +12.7% |
| 3Y | +178.3% | +98.6% | +79.7% | +6.3% |
| 5Y | +144.9% | +85.1% | +59.8% | -2.7% |
| 10Y | +804.5% | +412.0% | +392.5% | -21.9% |
| All | +397.7% | +564.9% | -167.2% | -77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling