-99.7%
MSOX vs SPY
+93.2%
-192.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +2.4% | -10.2% | -11.8% |
| 7D | -8.3% | +0.1% | -8.4% | -8.8% |
| 30D | -14.2% | -3.3% | -10.8% | -9.1% |
| 3M | -20.3% | -2.4% | -17.9% | -17.0% |
| 6M | -47.9% | +2.6% | -50.5% | -50.0% |
| YTD | -58.0% | +11.2% | -69.3% | -63.8% |
| 1Y | -66.2% | +13.4% | -79.6% | -72.3% |
| 3Y | -96.9% | +79.9% | -176.8% | -98.8% |
| All | -99.7% | +93.2% | -192.8% | -99.9% |
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 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