+131.9%
MSM vs SPY
+311.8%
-179.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.3% |
| 7D | +4.9% | -0.9% | +5.8% | +5.8% |
| 30D | -5.4% | -2.4% | -3.0% | -3.4% |
| 3M | +1.4% | -1.2% | +2.6% | +2.5% |
| 6M | +14.3% | +3.3% | +11.0% | +11.4% |
| YTD | +48.8% | +12.3% | +36.5% | +35.6% |
| 1Y | +41.6% | +12.4% | +29.1% | +28.8% |
| 3Y | +38.6% | +78.8% | -40.2% | -12.7% |
| 5Y | +72.7% | +75.2% | -2.5% | +9.4% |
| 10Y | +131.9% | +311.1% | -179.2% | -32.7% |
| All | +131.9% | +311.8% | -179.8% | -32.7% |
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