-48.6%
MSLE vs SPY
+72.2%
-120.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.4% | -6.8% | -6.4% |
| 7D | +9.1% | -0.6% | +9.7% | +10.2% |
| 30D | -7.2% | -3.7% | -3.5% | +0.5% |
| 3M | -30.6% | -2.7% | -27.8% | -26.7% |
| 6M | -9.6% | +2.2% | -11.8% | -14.1% |
| YTD | +18.2% | +10.8% | +7.4% | -6.0% |
| 1Y | +14.9% | +11.2% | +3.7% | -9.8% |
| 3Y | +163.3% | +76.5% | +86.8% | -65.9% |
| 5Y | -48.6% | +72.9% | -121.6% | -1,939.3% |
| All | -48.6% | +72.2% | -120.8% | -1,939.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling