+48.1%
MSMR vs SPY
+75.1%
-27.1%
-14.9%
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% | +0.1% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | -0.6% | +0.1% | -0.6% | -0.6% |
| 3M | -7.3% | +2.0% | -9.3% | -7.9% |
| 6M | -2.2% | +13.0% | -15.2% | -6.1% |
| YTD | +0.5% | +13.5% | -13.0% | -3.6% |
| 1Y | +8.7% | +20.0% | -11.2% | +2.6% |
| 3Y | +46.9% | +77.2% | -30.3% | +25.6% |
| All | +48.1% | +75.1% | -27.1% | +29.9% |
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