-98.8%
MSAI vs SPY
+75.8%
-174.6%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | -9.3% | +0.1% | -9.4% | -9.4% |
| 30D | -7.4% | +0.1% | -7.5% | -7.5% |
| 3M | -10.0% | +2.0% | -12.0% | -10.7% |
| 6M | -59.1% | +13.0% | -72.2% | -61.8% |
| YTD | -57.7% | +13.5% | -71.3% | -60.3% |
| 1Y | -81.3% | +20.0% | -101.2% | -82.7% |
| 3Y | -98.9% | +77.2% | -176.0% | -99.0% |
| All | -98.8% | +75.8% | -174.6% | -98.9% |
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 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