-94.1%
MSC vs SPY
+203.7%
-297.8%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.4% | -9.5% | -7.4% |
| 7D | -8.1% | +0.1% | -8.2% | -8.3% |
| 30D | -9.0% | -3.3% | -5.7% | -8.7% |
| 3M | -49.7% | -2.4% | -47.3% | -49.7% |
| 6M | -63.6% | +2.6% | -66.2% | -63.9% |
| YTD | -74.4% | +11.2% | -85.6% | -75.1% |
| 1Y | -75.3% | +13.4% | -88.7% | -76.1% |
| 3Y | -81.9% | +79.9% | -161.8% | -84.4% |
| 5Y | -87.0% | +72.2% | -159.2% | -89.0% |
| All | -94.1% | +203.7% | -297.8% | -95.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling