+601.1%
MSI vs SPYG
+424.6%
+176.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.1% |
| 7D | -0.4% | -0.9% | +0.5% | +0.2% |
| 30D | -0.8% | -1.5% | +0.7% | +0.1% |
| 3M | +13.9% | +3.7% | +10.2% | +10.6% |
| 6M | +1.3% | +16.4% | -15.1% | -9.8% |
| YTD | +22.3% | +13.3% | +9.0% | +10.6% |
| 1Y | -3.9% | +17.9% | -21.7% | -15.8% |
| 3Y | +69.9% | +98.3% | -28.5% | -2.5% |
| 5Y | +103.8% | +86.4% | +17.4% | +21.4% |
| All | +601.1% | +424.6% | +176.5% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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