+127.6%
MSM vs SPY
+304.1%
-176.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | -0.1% | -0.6% | +0.5% | +0.4% |
| 30D | -7.2% | -3.7% | -3.5% | -4.2% |
| 3M | -2.2% | -2.7% | +0.5% | +0.1% |
| 6M | +16.1% | +2.2% | +13.9% | +14.2% |
| YTD | +46.9% | +10.8% | +36.0% | +35.2% |
| 1Y | +41.2% | +11.2% | +30.0% | +29.6% |
| 3Y | +36.8% | +76.5% | -39.7% | -13.0% |
| 5Y | +70.0% | +72.9% | -2.9% | +8.8% |
| 10Y | +127.6% | +304.8% | -177.2% | -33.3% |
| All | +127.6% | +304.1% | -176.5% | -33.3% |
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 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