+642.0%
MS vs SPYM
+829.4%
-187.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.9% |
| 7D | +1.4% | +0.1% | +1.3% | +1.2% |
| 30D | -0.3% | +0.1% | -0.3% | -0.3% |
| 3M | +0.3% | +2.0% | -1.7% | -2.9% |
| 6M | +31.3% | +13.1% | +18.3% | +7.8% |
| YTD | +24.7% | +13.6% | +11.0% | +1.8% |
| 1Y | +47.9% | +20.1% | +27.8% | +10.4% |
| 3Y | +178.3% | +77.6% | +100.8% | +9.8% |
| 5Y | +144.9% | +82.5% | +62.3% | -10.3% |
| 10Y | +804.5% | +317.6% | +486.9% | -24.8% |
| All | +642.0% | +829.4% | -187.4% | -83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling