+58.3%
MSGM vs SPY
+78.1%
-19.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.4% | -8.3% | -8.4% |
| 7D | -8.0% | +2.6% | -10.6% | -9.6% |
| 30D | -26.6% | -2.0% | -24.7% | -25.8% |
| 3M | -12.7% | -2.8% | -9.9% | -11.2% |
| 6M | -22.9% | +2.1% | -25.0% | -24.4% |
| YTD | +23.3% | +11.5% | +11.9% | +13.4% |
| 1Y | +20.3% | +13.5% | +6.8% | +9.0% |
| 3Y | +58.3% | +77.7% | -19.4% | -23.0% |
| All | +58.3% | +78.1% | -19.8% | -23.0% |
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 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