+23.6%
MSA vs SPY
+82.0%
-58.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -1.9% | +0.1% | -1.9% | -1.9% |
| 3M | +17.2% | +2.0% | +15.2% | +15.2% |
| 6M | -1.5% | +13.0% | -14.5% | -10.7% |
| YTD | +18.8% | +13.5% | +5.3% | +7.3% |
| 1Y | +10.8% | +20.0% | -9.1% | -4.2% |
| 3Y | +5.7% | +77.2% | -71.5% | -33.1% |
| All | +23.6% | +82.0% | -58.4% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling