-98.6%
MSGM vs SPY
+117.8%
-216.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.4% | +5.6% |
| 7D | +22.8% | +0.5% | +22.2% | +21.6% |
| 30D | +17.1% | -0.9% | +18.0% | +18.6% |
| 3M | +12.9% | +3.9% | +9.1% | +6.4% |
| 6M | +3.7% | +14.5% | -10.9% | -16.0% |
| YTD | +51.4% | +12.9% | +38.5% | +24.7% |
| 1Y | +72.7% | +19.4% | +53.3% | +31.3% |
| 3Y | +20.3% | +78.5% | -58.2% | -58.3% |
| 5Y | -95.5% | +81.8% | -177.3% | -98.7% |
| All | -98.6% | +117.8% | -216.5% | -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 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