-76.5%
MSC vs SPY
+14.6%
-91.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | +1.7% | -18.5% | -14.4% |
| 7D | +12.7% | -0.7% | +13.4% | +12.6% |
| 30D | -10.1% | -1.0% | -9.1% | -10.6% |
| 3M | -52.7% | -0.3% | -52.3% | -52.1% |
| 6M | -65.8% | +7.3% | -73.1% | -60.9% |
| YTD | -74.9% | +13.3% | -88.3% | -66.2% |
| 1Y | -76.5% | +14.8% | -91.2% | -67.7% |
| All | -76.5% | +14.6% | -91.1% | -67.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling