-83.5%
MSC vs SPY
+82.0%
-165.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | +0.6% | +0.1% | +0.5% | +0.5% |
| 3M | -24.7% | +2.0% | -26.7% | -25.2% |
| 6M | -40.8% | +13.0% | -53.8% | -43.4% |
| YTD | -51.8% | +13.5% | -65.4% | -54.1% |
| 1Y | -58.6% | +20.0% | -78.6% | -61.5% |
| 3Y | -75.4% | +77.2% | -152.6% | -81.5% |
| All | -83.5% | +82.0% | -165.6% | -89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling