+141.9%
MSGE vs SPY
+94.6%
+47.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -0.5% | +0.1% | -0.6% | -0.5% |
| 3M | +8.6% | +2.0% | +6.6% | +6.5% |
| 6M | +30.0% | +13.0% | +17.0% | +16.0% |
| YTD | +43.6% | +13.5% | +30.1% | +27.5% |
| 1Y | +91.3% | +20.0% | +71.3% | +61.3% |
| 3Y | +149.7% | +77.2% | +72.5% | +43.2% |
| All | +141.9% | +94.6% | +47.3% | +30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling