+67.6%
MSI vs SPYG
+98.4%
-30.8%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -4.0% | +0.3% | -4.3% | -4.1% |
| 30D | -0.5% | -1.7% | +1.2% | 0.0% |
| 3M | +11.4% | +3.6% | +7.8% | +9.9% |
| 6M | +1.0% | +16.6% | -15.6% | -4.9% |
| YTD | +20.7% | +13.4% | +7.3% | +14.7% |
| 1Y | -2.7% | +19.6% | -22.3% | -9.8% |
| All | +67.6% | +98.4% | -30.8% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling