-94.7%
MSGY vs SPY
+24.1%
-118.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.6% |
| 7D | -3.2% | -0.4% | -2.8% | -2.8% |
| 30D | -21.7% | -1.4% | -20.3% | -20.6% |
| 3M | -62.2% | +3.7% | -65.9% | -64.2% |
| 6M | -53.3% | +13.0% | -66.3% | -61.2% |
| YTD | -91.6% | +12.4% | -104.0% | -92.9% |
| 1Y | -98.3% | +18.5% | -116.8% | -98.8% |
| All | -94.7% | +24.1% | -118.8% | -97.0% |
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 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