-2.7%
MSDL vs SPY
+62.7%
-65.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +1.1% | +0.1% | +1.1% | +1.1% |
| 3M | +1.4% | +2.0% | -0.6% | +0.3% |
| 6M | +8.9% | +13.0% | -4.2% | +2.2% |
| YTD | -1.6% | +13.5% | -15.1% | -7.8% |
| 1Y | -4.2% | +20.0% | -24.2% | -12.5% |
| All | -2.7% | +62.7% | -65.3% | -21.2% |
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