+2,715.8%
MSCI vs SPY
+609.8%
+2,106.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.6% |
| 7D | +2.8% | -2.7% | +5.5% | +5.9% |
| 30D | +15.4% | -5.4% | +20.8% | +22.4% |
| 3M | +13.4% | -4.1% | +17.5% | +18.5% |
| 6M | +10.9% | +0.7% | +10.2% | +9.1% |
| YTD | +13.0% | +8.7% | +4.3% | +1.8% |
| 1Y | +12.0% | +10.9% | +1.2% | -1.5% |
| 3Y | +34.1% | +75.0% | -40.9% | -30.8% |
| 5Y | +3.9% | +67.8% | -63.9% | -42.3% |
| 10Y | +802.0% | +312.9% | +489.2% | +90.7% |
| All | +2,715.8% | +609.8% | +2,106.0% | +264.3% |
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 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