-98.6%
MSGM vs SPY
+117.4%
-215.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.9% | +6.5% | +6.1% |
| 7D | +8.5% | -0.8% | +9.3% | +9.8% |
| 30D | +14.5% | -1.1% | +15.6% | +16.4% |
| 3M | +18.3% | +3.9% | +14.5% | +11.9% |
| 6M | +27.1% | +13.6% | +13.5% | +4.3% |
| YTD | +56.8% | +12.7% | +44.1% | +29.7% |
| 1Y | +74.7% | +17.5% | +57.2% | +36.3% |
| 3Y | +21.5% | +76.9% | -55.4% | -57.2% |
| 5Y | -96.4% | +83.6% | -180.0% | -99.0% |
| All | -98.6% | +117.4% | -215.9% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling