+139.8%
MSGE vs SPY
+93.5%
+46.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.4% |
| 7D | -0.4% | +0.5% | -0.9% | -0.9% |
| 30D | +0.3% | -0.9% | +1.2% | +1.1% |
| 3M | +6.3% | +3.9% | +2.4% | +2.5% |
| 6M | +30.4% | +14.5% | +15.9% | +15.0% |
| YTD | +42.4% | +12.9% | +29.5% | +27.0% |
| 1Y | +82.4% | +19.4% | +63.0% | +54.4% |
| 3Y | +138.4% | +78.5% | +59.9% | +36.2% |
| All | +139.8% | +93.5% | +46.3% | +30.0% |
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