+596.9%
MSI vs SPY
+312.5%
+284.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | -4.0% | -0.4% | -3.6% | -3.7% |
| 30D | -0.5% | -1.4% | +0.9% | +0.6% |
| 3M | +11.4% | +3.7% | +7.7% | +7.8% |
| 6M | +1.0% | +13.0% | -12.0% | -9.5% |
| YTD | +20.7% | +12.4% | +8.3% | +8.5% |
| 1Y | -2.7% | +18.5% | -21.2% | -16.7% |
| 3Y | +68.2% | +77.6% | -9.4% | -1.6% |
| 5Y | +100.0% | +81.7% | +18.3% | +14.2% |
| 10Y | +596.9% | +319.7% | +277.2% | +79.4% |
| All | +596.9% | +312.5% | +284.4% | +79.4% |
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