+663.4%
MSI vs SPY
+307.0%
+356.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.4% |
| 7D | +3.2% | +2.6% | +0.6% | +1.1% |
| 30D | +17.6% | -2.0% | +19.6% | +19.1% |
| 3M | +14.5% | -2.8% | +17.3% | +16.7% |
| 6M | +34.3% | +2.1% | +32.1% | +30.9% |
| YTD | +39.7% | +11.5% | +28.2% | +25.9% |
| 1Y | +40.2% | +13.5% | +26.7% | +24.2% |
| 3Y | +77.1% | +77.7% | -0.5% | +3.0% |
| 5Y | +124.0% | +72.6% | +51.4% | +33.5% |
| All | +663.4% | +307.0% | +356.4% | +85.6% |
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