+122.9%
MS vs SPYM
+72.6%
+50.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.3% |
| 7D | +5.1% | +2.6% | +2.5% | +2.0% |
| 30D | +5.7% | -2.0% | +7.7% | +8.4% |
| 3M | -12.2% | -2.8% | -9.4% | -8.9% |
| 6M | -0.5% | +2.2% | -2.7% | -2.6% |
| YTD | +9.8% | +11.5% | -1.7% | -2.6% |
| 1Y | +17.7% | +13.5% | +4.2% | +2.3% |
| 3Y | +176.8% | +78.0% | +98.8% | +48.6% |
| All | +122.9% | +72.6% | +50.3% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling