-8.0%
MSLE vs SPY
+307.0%
-315.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.5% |
| 7D | -7.9% | +2.6% | -10.5% | -10.8% |
| 30D | -0.1% | -2.0% | +1.9% | +2.5% |
| 3M | -32.5% | -2.8% | -29.8% | -30.2% |
| 6M | -9.0% | +2.1% | -11.1% | -11.2% |
| YTD | +12.7% | +11.5% | +1.2% | -1.1% |
| 1Y | +10.4% | +13.5% | -3.0% | -5.4% |
| 3Y | +140.0% | +77.7% | +62.3% | +0.7% |
| 5Y | -51.0% | +72.6% | -123.6% | -185.7% |
| All | -8.0% | +307.0% | -315.0% | -242.4% |
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