+130.9%
MSBI vs SPY
+334.4%
-203.6%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.8% |
| 7D | +0.4% | +3.3% | -2.9% | -2.5% |
| 30D | -1.4% | -2.7% | +1.3% | +1.1% |
| 3M | -4.5% | -1.7% | -2.7% | -3.0% |
| 6M | +20.1% | +3.1% | +17.0% | +16.4% |
| YTD | +55.3% | +11.9% | +43.4% | +39.8% |
| 1Y | +108.6% | +12.0% | +96.6% | +87.6% |
| 3Y | +67.3% | +78.2% | -10.9% | -2.2% |
| 5Y | +62.8% | +73.2% | -10.5% | -3.6% |
| 10Y | +83.0% | +309.6% | -226.7% | -50.3% |
| All | +130.9% | +334.4% | -203.6% | -39.4% |
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