-99.7%
MSOX vs SPY
+93.6%
-193.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -0.4% | -7.4% | -7.1% |
| 7D | -24.0% | +2.6% | -26.6% | -27.4% |
| 30D | -19.7% | -2.0% | -17.7% | -16.8% |
| 3M | -41.9% | -2.8% | -39.2% | -39.0% |
| 6M | -54.4% | +2.1% | -56.6% | -55.9% |
| YTD | -65.4% | +11.5% | -76.9% | -70.2% |
| 1Y | -68.2% | +13.5% | -81.7% | -74.1% |
| 3Y | -97.9% | +77.7% | -175.6% | -99.2% |
| All | -99.7% | +93.6% | -193.3% | -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 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