+882.3%
MSD vs SPY
+2,988.6%
-2,106.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -1.0% | +0.1% | -1.0% | -1.0% |
| 3M | +2.5% | +2.0% | +0.5% | +1.5% |
| 6M | -0.7% | +13.0% | -13.7% | -6.1% |
| YTD | +2.3% | +13.5% | -11.3% | -3.6% |
| 1Y | +5.5% | +20.0% | -14.4% | -3.0% |
| 3Y | +50.3% | +77.2% | -26.9% | +14.6% |
| 5Y | +22.0% | +81.9% | -59.9% | -9.2% |
| 10Y | +56.5% | +314.1% | -257.6% | -22.7% |
| All | +882.3% | +2,988.6% | -2,106.3% | +25.4% |
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 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