+286.5%
MSA vs SPY
+312.5%
-26.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.6% |
| 7D | -2.0% | -0.4% | -1.6% | -1.7% |
| 30D | -4.0% | -1.4% | -2.7% | -2.8% |
| 3M | +15.3% | +3.7% | +11.6% | +11.3% |
| 6M | +0.6% | +13.0% | -12.4% | -10.6% |
| YTD | +16.4% | +12.4% | +4.0% | +4.0% |
| 1Y | +10.8% | +18.5% | -7.7% | -6.0% |
| 3Y | +11.6% | +77.6% | -66.0% | -36.7% |
| 5Y | +25.0% | +81.7% | -56.7% | -31.4% |
| 10Y | +286.5% | +319.7% | -33.1% | -30.5% |
| All | +286.5% | +312.5% | -26.0% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling