-89.4%
MSC vs SPY
+208.2%
-297.7%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.5% | -4.0% |
| 7D | -6.3% | +0.5% | -6.8% | -6.4% |
| 30D | -9.4% | -0.9% | -8.4% | -9.2% |
| 3M | -29.9% | +3.9% | -33.8% | -30.5% |
| 6M | -42.5% | +14.5% | -57.0% | -44.1% |
| YTD | -53.8% | +12.9% | -66.7% | -55.0% |
| 1Y | -53.5% | +19.4% | -72.9% | -55.4% |
| 3Y | -77.1% | +78.5% | -155.5% | -80.1% |
| 5Y | -83.9% | +81.8% | -165.7% | -86.4% |
| All | -89.4% | +208.2% | -297.7% | -91.4% |
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 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