-78.7%
MSC vs SPY
+75.1%
-153.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.3% | -7.9% | -7.5% |
| 7D | +25.6% | -2.7% | +28.3% | +24.9% |
| 30D | +2.1% | -5.4% | +7.5% | +1.4% |
| 3M | -48.4% | -4.1% | -44.3% | -48.7% |
| 6M | -59.2% | +0.7% | -59.9% | -59.3% |
| YTD | -72.4% | +8.7% | -81.1% | -72.3% |
| 1Y | -75.9% | +10.9% | -86.8% | -76.0% |
| 3Y | -78.7% | +75.0% | -153.7% | -82.5% |
| All | -78.7% | +75.1% | -153.8% | -82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling