+2,199.3%
MSI vs SPY
+3,091.8%
-892.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | -3.7% | +0.1% | -3.8% | -3.9% |
| 30D | +6.8% | +0.1% | +6.8% | +6.6% |
| 3M | +14.3% | +2.0% | +12.3% | +11.3% |
| 6M | -1.6% | +13.0% | -14.6% | -14.9% |
| YTD | +22.8% | +13.5% | +9.2% | +5.4% |
| 1Y | -1.1% | +20.0% | -21.1% | -20.5% |
| 3Y | +70.5% | +77.2% | -6.7% | -14.3% |
| 5Y | +102.8% | +81.9% | +20.9% | -2.4% |
| 10Y | +597.4% | +314.1% | +283.4% | +23.2% |
| All | +2,199.3% | +3,091.8% | -892.5% | -66.3% |
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