-15.0%
MSEX vs SPY
+75.5%
-90.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -2.2% | -2.0% | -0.2% | -2.1% |
| 30D | -1.3% | -1.7% | +0.4% | -1.2% |
| 3M | +7.1% | +4.7% | +2.4% | +6.7% |
| 6M | +11.2% | +12.5% | -1.3% | +10.1% |
| YTD | +15.7% | +11.7% | +3.9% | +14.5% |
| 1Y | +10.8% | +17.5% | -6.6% | +8.9% |
| All | -15.0% | +75.5% | -90.5% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling