+2,434.1%
MSI vs SPY
+2,954.7%
-520.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.8% |
| 7D | +4.7% | -2.7% | +7.4% | +7.4% |
| 30D | +14.8% | -5.4% | +20.2% | +21.3% |
| 3M | +8.8% | -4.1% | +12.9% | +13.1% |
| 6M | +19.3% | +0.7% | +18.6% | +16.9% |
| YTD | +35.3% | +8.7% | +26.7% | +21.1% |
| 1Y | +33.8% | +10.9% | +22.9% | +16.8% |
| 3Y | +74.4% | +75.0% | -0.6% | -11.7% |
| 5Y | +120.5% | +67.8% | +52.7% | +15.6% |
| 10Y | +685.2% | +312.9% | +372.3% | +37.8% |
| All | +2,434.1% | +2,954.7% | -520.6% | -61.3% |
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