+90.3%
MSGS vs SPY
+12.8%
+77.5%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | +3.1% | -2.0% | +5.1% | +4.2% |
| 30D | +2.7% | -2.0% | +4.7% | +3.9% |
| 3M | +8.6% | -0.2% | +8.8% | +8.8% |
| 6M | +22.7% | +5.2% | +17.5% | +18.2% |
| YTD | +61.6% | +11.5% | +50.2% | +49.1% |
| All | +90.3% | +12.8% | +77.5% | +74.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling