+2,193.6%
MSEX vs SPY
+3,059.5%
-865.9%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | -0.2% | -0.4% | +0.1% | 0.0% |
| 30D | +0.7% | -1.4% | +2.0% | +1.4% |
| 3M | +7.9% | +3.7% | +4.2% | +5.5% |
| 6M | +8.3% | +13.0% | -4.7% | +0.6% |
| YTD | +16.8% | +12.4% | +4.5% | +8.7% |
| 1Y | +11.7% | +18.5% | -6.8% | +0.6% |
| 3Y | -13.8% | +77.6% | -91.4% | -39.8% |
| 5Y | -43.9% | +81.7% | -125.6% | -61.7% |
| 10Y | +110.7% | +319.7% | -208.9% | -10.2% |
| All | +2,193.6% | +3,059.5% | -865.9% | +553.0% |
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