+548.4%
MSI vs SPYG
+559.2%
-10.8%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | -4.0% | +0.3% | -4.3% | -4.3% |
| 30D | -0.5% | -1.7% | +1.2% | +0.9% |
| 3M | +11.4% | +3.6% | +7.8% | +7.1% |
| 6M | +1.0% | +16.6% | -15.6% | -13.3% |
| YTD | +20.7% | +13.4% | +7.3% | +5.8% |
| 1Y | -2.7% | +19.6% | -22.3% | -19.2% |
| 3Y | +68.2% | +99.8% | -31.6% | -16.0% |
| 5Y | +100.0% | +85.0% | +15.0% | +4.8% |
| 10Y | +596.9% | +422.1% | +174.8% | +29.2% |
| All | +548.4% | +559.2% | -10.8% | -29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling