+140.4%
MSLE vs SPY
+77.4%
+63.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +3.6% | +0.1% | +3.5% | +3.5% |
| 30D | -10.4% | +0.1% | -10.4% | -10.4% |
| 3M | +49.3% | +2.0% | +47.3% | +48.4% |
| 6M | -26.9% | +13.0% | -39.9% | -28.5% |
| YTD | +52.6% | +13.5% | +39.0% | +49.2% |
| 1Y | +62.1% | +20.0% | +42.2% | +59.0% |
| All | +140.4% | +77.4% | +63.0% | +162.4% |
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 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