+24.8%
MSLE vs SPY
+312.9%
-288.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.3% | +12.9% | +12.8% |
| 7D | +7.3% | -2.7% | +10.0% | +11.0% |
| 30D | -5.8% | -5.4% | -0.4% | +1.1% |
| 3M | -28.6% | -4.1% | -24.5% | -24.9% |
| 6M | -6.6% | +0.7% | -7.3% | -7.2% |
| YTD | +22.3% | +8.7% | +13.6% | +10.8% |
| 1Y | +26.1% | +10.9% | +15.3% | +11.2% |
| 3Y | +139.7% | +75.0% | +64.7% | +2.3% |
| 5Y | -44.2% | +67.8% | -112.0% | -201.0% |
| All | +24.8% | +312.9% | -288.0% | -272.2% |
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