+17.7%
MS vs SPYM
+12.1%
+5.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.4% |
| 7D | +5.1% | +2.6% | +2.5% | +1.3% |
| 30D | +5.7% | -2.0% | +7.7% | +9.0% |
| 3M | -12.2% | -2.8% | -9.4% | -8.3% |
| 6M | -0.5% | +2.2% | -2.7% | -3.3% |
| YTD | +9.8% | +11.5% | -1.7% | -4.6% |
| 1Y | +17.7% | +13.5% | +4.2% | 0.0% |
| All | +17.7% | +12.1% | +5.6% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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