-8.3%
MSFD vs SPY
+13.0%
-21.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +3.8% |
| 7D | +6.7% | -0.9% | +7.6% | +5.8% |
| 30D | +3.3% | -2.4% | +5.7% | +1.4% |
| 3M | -3.9% | -1.2% | -2.7% | -4.3% |
| 6M | -24.4% | +3.3% | -27.7% | -21.1% |
| YTD | -12.9% | +12.3% | -25.2% | -1.5% |
| 1Y | -8.3% | +12.4% | -20.7% | +3.9% |
| All | -8.3% | +13.0% | -21.2% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling