-93.9%
MSC vs SPY
+202.5%
-296.4%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.4% |
| 7D | -11.2% | -0.6% | -10.6% | -11.4% |
| 30D | -5.0% | -3.7% | -1.3% | -4.6% |
| 3M | -46.3% | -2.7% | -43.6% | -46.2% |
| 6M | -62.0% | +2.2% | -64.2% | -62.3% |
| YTD | -73.2% | +10.8% | -84.1% | -73.9% |
| 1Y | -76.0% | +11.2% | -87.2% | -76.7% |
| 3Y | -81.9% | +76.5% | -158.4% | -84.3% |
| 5Y | -86.4% | +72.9% | -159.3% | -88.4% |
| All | -93.9% | +202.5% | -296.4% | -95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling