+1,944.3%
MSM vs SPY
+1,956.2%
-11.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -0.8% | -0.6% | -0.2% | -0.4% |
| 30D | -7.9% | -3.7% | -4.2% | -5.1% |
| 3M | -3.0% | -2.7% | -0.2% | -0.7% |
| 6M | +15.2% | +2.2% | +13.1% | +13.4% |
| YTD | +45.8% | +10.8% | +34.9% | +34.7% |
| 1Y | +40.1% | +11.2% | +28.9% | +29.1% |
| 3Y | +35.8% | +76.5% | -40.7% | -12.1% |
| 5Y | +68.8% | +72.9% | -4.2% | +9.8% |
| 10Y | +125.9% | +304.8% | -178.9% | -23.5% |
| All | +1,944.3% | +1,956.2% | -11.9% | +153.5% |
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