+46.8%
MSMR vs SPY
+73.4%
-26.6%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -0.4% | -0.4% | 0.0% | -0.3% |
| 30D | -2.1% | -1.4% | -0.7% | -1.6% |
| 3M | -5.1% | +3.7% | -8.8% | -6.2% |
| 6M | -2.8% | +13.0% | -15.8% | -6.7% |
| YTD | -0.3% | +12.4% | -12.7% | -4.1% |
| 1Y | +7.5% | +18.5% | -11.0% | +1.9% |
| 3Y | +46.6% | +77.6% | -31.0% | +25.4% |
| All | +46.8% | +73.4% | -26.6% | +29.2% |
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