+1,980.5%
MSM vs SPY
+2,006.5%
-26.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.3% |
| 7D | +1.9% | +0.1% | +1.7% | +1.8% |
| 30D | -3.3% | +0.1% | -3.4% | -3.4% |
| 3M | +4.5% | +2.0% | +2.6% | +2.9% |
| 6M | +34.9% | +13.0% | +21.9% | +22.8% |
| YTD | +48.4% | +13.5% | +34.8% | +34.4% |
| 1Y | +36.0% | +20.0% | +16.0% | +18.0% |
| 3Y | +34.0% | +77.2% | -43.2% | -13.6% |
| 5Y | +77.2% | +81.9% | -4.7% | +10.8% |
| 10Y | +158.9% | +314.1% | -155.2% | -13.9% |
| All | +1,980.5% | +2,006.5% | -26.0% | +152.9% |
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