-9.1%
MSFX vs SPY
+9.9%
-19.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -2.3% |
| 7D | +2.3% | -2.7% | +5.0% | +8.7% |
| 30D | -1.7% | -5.4% | +3.7% | +10.7% |
| 3M | +8.1% | -4.1% | +12.2% | +18.8% |
| 6M | +46.6% | +0.7% | +45.9% | +47.8% |
| YTD | 0.0% | +8.7% | -8.6% | -11.4% |
| 1Y | -9.1% | +10.9% | -20.0% | -22.3% |
| All | -9.1% | +9.9% | -19.0% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling