-88.1%
MSGY vs SPY
+22.3%
-110.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.7% | +5.1% |
| 7D | +2.8% | -0.6% | +3.4% | +3.4% |
| 30D | +11.6% | -3.7% | +15.3% | +19.9% |
| 3M | +75.2% | -2.7% | +77.9% | +89.0% |
| 6M | +11.8% | +2.2% | +9.6% | +12.8% |
| YTD | -81.2% | +10.8% | -92.0% | -83.0% |
| 1Y | -65.3% | +11.2% | -76.6% | -69.1% |
| All | -88.1% | +22.3% | -110.5% | -92.8% |
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