+10.2%
MSFX vs SPY
+63.1%
-52.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.8% |
| 7D | -3.4% | +2.6% | -6.0% | -8.2% |
| 30D | -6.2% | -2.0% | -4.2% | -2.0% |
| 3M | +6.4% | -2.8% | +9.1% | +13.4% |
| 6M | +48.5% | +2.1% | +46.3% | +44.5% |
| YTD | -3.3% | +11.5% | -14.8% | -20.1% |
| 1Y | -14.1% | +13.5% | -27.5% | -31.4% |
| All | +10.2% | +63.1% | -52.9% | -60.2% |
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