+18.8%
MSB vs SPY
+75.1%
-56.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.4% |
| 7D | -2.6% | -2.7% | +0.1% | -0.4% |
| 30D | -6.4% | -5.4% | -1.0% | -2.3% |
| 3M | -25.1% | -4.1% | -21.0% | -22.7% |
| 6M | -39.5% | +0.7% | -40.2% | -39.9% |
| YTD | -54.4% | +8.7% | -63.0% | -57.0% |
| 1Y | -48.7% | +10.9% | -59.5% | -52.4% |
| 3Y | +18.8% | +75.0% | -56.2% | -15.1% |
| All | +18.8% | +75.1% | -56.3% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling