-8.8%
MSDL vs SPY
+59.7%
-68.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.3% |
| 7D | +1.6% | +2.6% | -1.0% | +0.3% |
| 30D | +6.6% | -2.0% | +8.6% | +7.7% |
| 3M | -8.2% | -2.8% | -5.4% | -7.0% |
| 6M | -2.7% | +2.1% | -4.8% | -3.8% |
| YTD | -7.8% | +11.5% | -19.3% | -12.8% |
| 1Y | -6.3% | +13.5% | -19.8% | -12.3% |
| All | -8.8% | +59.7% | -68.5% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling