+56.2%
MSFO vs SPY
+82.2%
-26.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.6% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | +5.8% | +0.1% | +5.8% | +5.8% |
| 3M | +13.4% | +2.0% | +11.4% | +11.6% |
| 6M | +19.7% | +13.0% | +6.6% | +8.8% |
| YTD | +3.3% | +13.5% | -10.2% | -6.4% |
| 1Y | +0.4% | +20.0% | -19.5% | -12.8% |
| 3Y | +53.4% | +77.2% | -23.8% | -0.9% |
| All | +56.2% | +82.2% | -26.0% | -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 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