+19.4%
MSLC vs SPY
+24.2%
-4.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.1% |
| 7D | -2.2% | -2.7% | +0.5% | +0.3% |
| 30D | -4.5% | -5.4% | +0.9% | +0.6% |
| 3M | -4.1% | -4.1% | -0.1% | -0.3% |
| 6M | +0.7% | +0.7% | 0.0% | 0.0% |
| YTD | +7.2% | +8.7% | -1.5% | -0.8% |
| 1Y | +9.4% | +10.9% | -1.4% | -0.6% |
| All | +19.4% | +24.2% | -4.8% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling