+2.1%
MSFX vs SPY
+65.2%
-63.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.3% |
| 7D | -3.0% | +0.5% | -3.6% | -4.0% |
| 30D | -3.3% | -0.9% | -2.4% | -1.4% |
| 3M | +34.8% | +3.9% | +30.9% | +25.8% |
| 6M | +30.6% | +14.5% | +16.1% | +1.3% |
| YTD | -10.5% | +12.9% | -23.4% | -28.4% |
| 1Y | -21.1% | +19.4% | -40.4% | -43.3% |
| All | +2.1% | +65.2% | -63.2% | -64.3% |
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 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