+311.1%
SPOT vs MSI
+465.7%
-154.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +1.6% | +3.2% | -1.6% | +0.1% |
| 30D | +16.9% | +17.6% | -0.7% | +8.4% |
| 3M | +23.0% | +14.5% | +8.4% | +15.4% |
| 6M | +42.2% | +34.3% | +7.9% | +23.2% |
| YTD | +5.5% | +39.7% | -34.2% | -11.8% |
| 1Y | -5.1% | +40.2% | -45.2% | -20.9% |
| 3Y | +257.9% | +77.1% | +180.8% | +157.0% |
| 5Y | +118.4% | +124.0% | -5.7% | +36.0% |
| All | +311.1% | +465.7% | -154.5% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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