+49.5%
MSMR vs SPY
+67.6%
-18.1%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -1.9% | -2.7% | +0.8% | -1.0% |
| 30D | +0.2% | -5.4% | +5.6% | +2.1% |
| 3M | +0.4% | -4.1% | +4.5% | +1.8% |
| 6M | -3.6% | +0.7% | -4.3% | -3.8% |
| YTD | +1.5% | +8.7% | -7.1% | -1.2% |
| 1Y | +3.2% | +10.9% | -7.7% | -0.2% |
| 3Y | +54.5% | +75.0% | -20.5% | +33.2% |
| All | +49.5% | +67.6% | -18.1% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling