+24,261.1%
MSB vs SPY
+3,091.8%
+21,169.3%
-92.0%
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% | +2.0% |
| 7D | -0.3% | +0.1% | -0.4% | -0.5% |
| 30D | +3.8% | +0.1% | +3.8% | +3.7% |
| 3M | -7.3% | +2.0% | -9.3% | -9.1% |
| 6M | -23.6% | +13.0% | -36.6% | -31.2% |
| YTD | -36.8% | +13.5% | -50.3% | -43.2% |
| 1Y | -21.8% | +20.0% | -41.7% | -32.7% |
| 3Y | +70.6% | +77.2% | -6.6% | +5.3% |
| 5Y | +20.1% | +81.9% | -61.7% | -28.9% |
| 10Y | +548.5% | +314.1% | +234.4% | +102.2% |
| All | +24,261.1% | +3,091.8% | +21,169.3% | +2,056.5% |
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 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