-54.5%
MSFD vs SPY
+96.7%
-151.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +1.3% |
| 7D | -2.1% | -2.7% | +0.6% | -4.7% |
| 30D | -0.5% | -5.4% | +4.9% | -5.9% |
| 3M | -6.0% | -4.1% | -1.9% | -9.6% |
| 6M | -25.5% | +0.7% | -26.2% | -24.1% |
| YTD | -14.4% | +8.7% | -23.1% | -4.7% |
| 1Y | -11.9% | +10.9% | -22.8% | +0.4% |
| 3Y | -34.8% | +75.0% | -109.8% | +34.7% |
| All | -54.5% | +96.7% | -151.2% | +14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling