-94.6%
MSGY vs SPY
+25.3%
-119.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | -3.6% | +0.1% | -3.7% | -3.7% |
| 30D | -13.2% | +0.1% | -13.3% | -13.4% |
| 3M | -51.6% | +2.0% | -53.6% | -52.8% |
| 6M | -52.7% | +13.0% | -65.8% | -60.2% |
| YTD | -91.4% | +13.5% | -104.9% | -92.8% |
| 1Y | -98.7% | +20.0% | -118.6% | -99.1% |
| All | -94.6% | +25.3% | -119.9% | -96.9% |
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