-90.5%
MSLE vs SPY
+608.7%
-699.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.8% |
| 7D | +3.6% | +0.1% | +3.5% | +3.5% |
| 30D | -10.4% | +0.1% | -10.4% | -10.5% |
| 3M | +49.3% | +2.0% | +47.3% | +46.7% |
| 6M | -26.9% | +13.0% | -39.9% | -34.6% |
| YTD | +52.6% | +13.5% | +39.0% | +35.6% |
| 1Y | +62.1% | +20.0% | +42.2% | +36.1% |
| 3Y | +130.0% | +77.2% | +52.8% | +19.8% |
| 5Y | -44.6% | +81.9% | -126.5% | -151.2% |
| 10Y | -29.5% | +314.1% | -343.5% | -160.1% |
| All | -90.5% | +608.7% | -699.1% | -106.0% |
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