+124.2%
MSI vs SPYG
+67.3%
+57.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.6% |
| 7D | +3.2% | +2.3% | +0.9% | +2.1% |
| 30D | +17.6% | -6.5% | +24.0% | +21.1% |
| 3M | +14.5% | -6.8% | +21.4% | +18.0% |
| 6M | +34.3% | -3.1% | +37.4% | +35.1% |
| YTD | +39.7% | +8.0% | +31.7% | +31.7% |
| 1Y | +40.2% | +10.2% | +29.9% | +30.4% |
| 3Y | +77.1% | +91.0% | -13.8% | +11.9% |
| All | +124.2% | +67.3% | +57.0% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling