+360.9%
MSB vs SPY
+315.0%
+45.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -2.9% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -7.0% | -3.3% | -3.7% | -4.0% |
| 3M | -26.5% | -2.4% | -24.1% | -24.9% |
| 6M | -41.0% | +2.6% | -43.6% | -42.6% |
| YTD | -54.7% | +11.2% | -65.9% | -59.0% |
| 1Y | -49.6% | +13.4% | -63.0% | -55.3% |
| 3Y | +23.3% | +79.9% | -56.6% | -29.9% |
| 5Y | +14.0% | +72.2% | -58.2% | -33.1% |
| 10Y | +360.9% | +307.3% | +53.6% | +7.2% |
| All | +360.9% | +315.0% | +45.9% | +7.2% |
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