+8,281.1%
MSA vs SPY
+3,091.8%
+5,189.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.1% |
| 6M | -1.5% | +13.0% | -14.5% | -11.1% |
| YTD | +18.8% | +13.5% | +5.3% | +6.8% |
| 1Y | +10.8% | +20.0% | -9.1% | -4.9% |
| 3Y | +5.7% | +77.2% | -71.5% | -34.9% |
| 5Y | +23.8% | +81.9% | -58.1% | -25.9% |
| 10Y | +273.1% | +314.1% | -41.0% | +16.0% |
| All | +8,281.1% | +3,091.8% | +5,189.3% | +1,320.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling