+50.0%
MSMR vs SPY
+72.0%
-22.0%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.2% |
| 7D | +0.3% | +2.6% | -2.3% | -0.6% |
| 30D | +0.9% | -2.0% | +2.9% | +1.5% |
| 3M | -0.6% | -2.8% | +2.2% | +0.3% |
| 6M | -4.4% | +2.1% | -6.6% | -5.1% |
| YTD | +1.8% | +11.5% | -9.7% | -1.8% |
| 1Y | +4.5% | +13.5% | -8.9% | +0.3% |
| 3Y | +55.5% | +77.7% | -22.2% | +33.2% |
| All | +50.0% | +72.0% | -22.0% | +32.4% |
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