+513.0%
MSB vs SPY
+311.3%
+201.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.2% |
| 7D | -4.9% | +0.5% | -5.4% | -5.4% |
| 30D | +0.7% | -0.9% | +1.7% | +1.5% |
| 3M | -2.1% | +3.9% | -6.0% | -5.9% |
| 6M | -20.8% | +14.5% | -35.3% | -30.6% |
| YTD | -37.8% | +12.9% | -50.8% | -44.7% |
| 1Y | -22.6% | +19.4% | -42.0% | -34.5% |
| 3Y | +66.7% | +78.5% | -11.7% | -5.2% |
| 5Y | +20.8% | +81.8% | -60.9% | -33.7% |
| 10Y | +513.0% | +311.5% | +201.5% | +18.5% |
| All | +513.0% | +311.3% | +201.7% | +18.5% |
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