-5.1%
MSLE vs SPY
+308.5%
-313.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.6% |
| 7D | +7.6% | +3.3% | +4.3% | +3.3% |
| 30D | -3.0% | -2.7% | -0.3% | +0.4% |
| 3M | -31.8% | -1.7% | -30.1% | -30.4% |
| 6M | -5.9% | +3.1% | -9.0% | -9.3% |
| YTD | +16.2% | +11.9% | +4.3% | +1.5% |
| 1Y | +13.8% | +12.0% | +1.8% | -0.9% |
| 3Y | +158.7% | +78.2% | +80.5% | +8.2% |
| 5Y | -49.5% | +73.2% | -122.7% | -187.9% |
| All | -5.1% | +308.5% | -313.6% | -246.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling