+32.2%
MSFY vs SPY
+89.3%
-57.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -3.7% |
| 7D | -6.1% | -0.9% | -5.2% | -5.5% |
| 30D | -3.8% | -2.4% | -1.5% | -1.8% |
| 3M | +3.9% | -1.2% | +5.1% | +5.1% |
| 6M | +19.2% | +3.3% | +15.9% | +16.2% |
| YTD | -1.8% | +12.3% | -14.1% | -10.7% |
| 1Y | -5.6% | +12.4% | -18.1% | -14.3% |
| 3Y | +25.6% | +78.8% | -53.3% | -18.6% |
| All | +32.2% | +89.3% | -57.1% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling