-74.6%
MSC vs SPY
+77.4%
-152.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | +0.6% | +0.1% | +0.5% | +0.6% |
| 3M | -24.7% | +2.0% | -26.7% | -24.6% |
| 6M | -40.8% | +13.0% | -53.8% | -40.9% |
| YTD | -51.8% | +13.5% | -65.4% | -52.1% |
| 1Y | -58.6% | +20.0% | -78.6% | -59.6% |
| All | -74.6% | +77.4% | -152.0% | -79.2% |
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 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