+134.4%
MSM vs SPY
+315.0%
-180.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.4% | +2.9% | +3.4% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -7.9% | -3.3% | -4.6% | -5.2% |
| 3M | -3.0% | -2.4% | -0.6% | -0.9% |
| 6M | +15.2% | +2.6% | +12.6% | +12.9% |
| YTD | +45.7% | +11.2% | +34.5% | +33.8% |
| 1Y | +40.6% | +13.4% | +27.2% | +27.1% |
| 3Y | +37.0% | +79.9% | -42.9% | -14.2% |
| 5Y | +67.6% | +72.2% | -4.6% | +7.6% |
| 10Y | +134.4% | +307.3% | -173.0% | -32.3% |
| All | +134.4% | +315.0% | -180.6% | -32.3% |
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