+49.3%
MSFO vs SPY
+75.1%
-25.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | +1.5% | -2.7% | +4.2% | +3.8% |
| 30D | +0.6% | -5.4% | +6.0% | +5.2% |
| 3M | +6.5% | -4.1% | +10.6% | +10.2% |
| 6M | +22.6% | +0.7% | +21.9% | +22.1% |
| YTD | +9.5% | +8.7% | +0.8% | +2.8% |
| 1Y | +7.1% | +10.9% | -3.7% | -1.0% |
| 3Y | +49.3% | +75.0% | -25.6% | -1.2% |
| All | +49.3% | +75.1% | -25.7% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling