+63.3%
MSD vs SPY
+304.1%
-240.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +2.5% | -0.6% | +3.1% | +2.7% |
| 30D | +1.8% | -3.7% | +5.5% | +3.2% |
| 3M | -4.0% | -2.7% | -1.3% | -3.0% |
| 6M | -3.2% | +2.2% | -5.4% | -4.2% |
| YTD | -0.9% | +10.8% | -11.7% | -5.0% |
| 1Y | +1.9% | +11.2% | -9.4% | -2.6% |
| 3Y | +46.1% | +76.5% | -30.4% | +15.1% |
| 5Y | +18.8% | +72.9% | -54.1% | -6.5% |
| 10Y | +63.3% | +304.8% | -241.5% | -10.4% |
| All | +63.3% | +304.1% | -240.8% | -10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling