-1.3%
MSFL vs SPY
+53.9%
-55.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.3% |
| 7D | -5.6% | +0.1% | -5.8% | -5.7% |
| 30D | +4.2% | +0.1% | +4.1% | +4.2% |
| 3M | +27.8% | +2.0% | +25.8% | +23.8% |
| 6M | +36.8% | +13.0% | +23.8% | +9.3% |
| YTD | -7.2% | +13.5% | -20.8% | -26.2% |
| 1Y | -18.4% | +20.0% | -38.3% | -41.4% |
| All | -1.3% | +53.9% | -55.2% | -56.8% |
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 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