+4.2%
MSFL vs SPY
+51.6%
-47.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.5% |
| 7D | -5.0% | +3.3% | -8.3% | -10.8% |
| 30D | -9.4% | -2.7% | -6.7% | -4.1% |
| 3M | +8.0% | -1.7% | +9.7% | +12.7% |
| 6M | +47.2% | +3.1% | +44.1% | +40.9% |
| YTD | -2.1% | +11.9% | -14.0% | -19.3% |
| 1Y | -13.3% | +12.0% | -25.3% | -28.6% |
| All | +4.2% | +51.6% | -47.5% | -52.7% |
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