-77.0%
MSC vs SPY
+12.3%
-89.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.4% | -9.4% | -2.5% |
| 7D | -8.0% | +0.1% | -8.1% | -6.5% |
| 30D | -8.9% | -3.3% | -5.6% | -11.7% |
| 3M | -49.7% | -2.4% | -47.3% | -50.2% |
| 6M | -63.6% | +2.6% | -66.1% | -60.6% |
| YTD | -74.3% | +11.2% | -85.6% | -65.1% |
| All | -77.0% | +12.3% | -89.3% | -68.3% |
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