-96.4%
MSOX vs SPY
+75.1%
-171.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.3% | +3.8% | +3.5% |
| 7D | +14.6% | -2.7% | +17.3% | +20.0% |
| 30D | -13.2% | -5.4% | -7.8% | -4.0% |
| 3M | -12.8% | -4.1% | -8.7% | -6.0% |
| 6M | -48.5% | +0.7% | -49.2% | -48.9% |
| YTD | -54.5% | +8.7% | -63.1% | -59.2% |
| 1Y | -57.3% | +10.9% | -68.2% | -63.6% |
| 3Y | -96.4% | +75.0% | -171.4% | -98.0% |
| All | -96.4% | +75.1% | -171.5% | -98.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling