+1.1%
MSD vs SPY
+13.0%
-11.9%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.7% |
| 7D | -0.6% | -0.9% | +0.3% | -0.2% |
| 30D | +1.8% | -2.4% | +4.1% | +2.8% |
| 3M | -4.9% | -1.2% | -3.7% | -4.4% |
| 6M | -3.9% | +3.3% | -7.2% | -5.5% |
| YTD | -2.0% | +12.3% | -14.3% | -8.0% |
| 1Y | +1.1% | +12.4% | -11.3% | -5.1% |
| All | +1.1% | +13.0% | -11.9% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling