-51.6%
MSFD vs SPY
+105.5%
-157.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +1.7% |
| 7D | +2.8% | +0.1% | +2.7% | +3.0% |
| 30D | -2.6% | +0.1% | -2.6% | -2.4% |
| 3M | -17.2% | +2.0% | -19.2% | -14.9% |
| 6M | -22.5% | +13.0% | -35.6% | -10.7% |
| YTD | -8.9% | +13.5% | -22.4% | +5.9% |
| 1Y | -3.7% | +20.0% | -23.7% | +19.2% |
| 3Y | -35.6% | +77.2% | -112.8% | +33.5% |
| All | -51.6% | +105.5% | -157.1% | +27.5% |
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