+145.5%
MSBI vs SPY
+340.8%
-195.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | -0.5% | +0.1% | -0.6% | -0.6% |
| 3M | +19.4% | +2.0% | +17.4% | +17.0% |
| 6M | +52.4% | +13.0% | +39.4% | +36.0% |
| YTD | +65.1% | +13.5% | +51.6% | +46.8% |
| 1Y | +91.0% | +20.0% | +71.1% | +61.4% |
| 3Y | +78.2% | +77.2% | +1.0% | +4.8% |
| 5Y | +75.8% | +81.9% | -6.1% | -0.8% |
| 10Y | +115.2% | +314.1% | -198.8% | -42.3% |
| All | +145.5% | +340.8% | -195.3% | -36.4% |
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