-93.3%
MSLE vs SPY
+576.1%
-669.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.6% | +2.5% |
| 7D | -6.8% | -4.7% | -2.1% | -2.3% |
| 30D | -15.8% | -5.9% | -9.9% | -10.5% |
| 3M | -36.6% | -4.5% | -32.0% | -33.6% |
| 6M | -20.6% | +1.8% | -22.4% | -21.8% |
| YTD | +8.0% | +8.3% | -0.3% | +0.5% |
| 1Y | +8.0% | +9.3% | -1.4% | -0.6% |
| 3Y | +111.7% | +74.9% | +36.8% | +11.5% |
| 5Y | -50.7% | +67.3% | -118.0% | -148.2% |
| 10Y | +10.2% | +311.6% | -301.3% | -199.7% |
| All | -93.3% | +576.1% | -669.4% | -104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling